I just saw that clip yesterday!!
I had been thinking that they changed Asha's name to Yara because it sounds so much like Osha. Asha - Osha. Much easier to tell them apart in writing.
I would have loved to see Theon's hair turn white!!!! Much like Leland's on Twin Peaks. That would have been fun.
I wonder why they didn't ugly up Tyrion & Ramsey. At least have Tyrion in different colored contact lenses and a bad wig on Ramsey. Although they did give him an unflattering hair styling at least.
I like what the show did with Brienne though. She doesn't need to look like a freak. Jaime is supposed to be into her, so having Gwendoline Christie in armor, without eye make-up and with short stringy hair & greyish hue causes a big enough contrast between her & the other women.