Both of these critical players in Game of Thrones appeared in a sketch themed round the series. Even though the first two thirds of this sketch involves Fallon and friends dressed up in Game of Thrones garb discussing how long they’ve had to wait to start, the cameos start at about 3:20 in the video below.
Bean first seems in modern clothing, delivering the line”Patience, my god. Your temper won’t hasten the end you search. The premiere is forthcoming. But until then, we should not lose our heads” This joke is, obviously, a reference to Stark being beheaded in the first season of the show.