I just watched
The Kingsroad, with commentary by Lena Headey, Mark Addy and Nikolaj Coster-Waldau. Awesome and funny, and it's nice to know that even these three had watched and enjoyed the Youtube clip of Joffrey being slapped by Tyrion over and over again.
I also saw
Lord Snow, with commentary by Maisie Williams, Sophie Turner and Isaac Hempstead-Wright. This was surprisingly funny for being a commentary made by kids, especially given the adult material. I would actually say this was my favorite out of the three commentaries made with the cast. The singing in the intro cracked me up right away.
The last commentary with the actors was for
A Golden Crown, with Peter Dinklage, Emilia Clarke and Harry Lloyd. One would expect Dinklage to own the commentary, but I think Clarke and Lloyd stood out a bit more. Nothing odd about that really, they had worked together more closely after all and this was an episode more centered on Daenerys and Viserys.