VIDEO : Karen Gillan And Lena Headey Do Some 'Assassination Training' For 'Gunpowder Milkshake'

Karen Gillan, who plays Nebula in Avengers, and Lena Headey, who play Cersie Lannister, are in a film together. The two leading women will appear in the film ?Gunpowder Milkshake,? a film about assassins. According to Comicbook.com, Gillan uploaded a video of the two in ?assassination training.? The actress made it clear the video of them training had nothing to with anything in the film. The video shows Headey attacking Gillan with her sock.