Hmm, so his scene was with Brolin. The only time Gurney and Lord Fenring cross paths in the book would be when the Emperor calls Fenring in after
Spoiler
Feyd-Rautha is killed
and even then, that's more just them in the same room together (along with a million other main characters), not really them directly interacting. Based on this, I guess either Lord Fenring's scene(s) played very differently than they do in the book, or, alternatively, perhaps Tim Blake Nelson wasn't actually playing Lord Fenring...