The leeches attached to Gendry's skin were actually stunt leeches, designed da the Props department to be as realistic as possible. No animali (or Joe Dempsie) were harmed in the filming of the scene!
"It's a great scene and it's a great bear. Bart the Bear, te can see his audition on YouTube. He's so cute. I wanted to take him home and have a orso myself -- a 1,200 pound orso in the backyard."