Interesting episode, great thread! (Lots of great quips in here, though "Septa Ratchet" may be my favorite)
One thing I noticed that pinged my Bookwalker radar was the throne room scene with Tyrion, Jorah, and Daario. When I saw how they were positioned when Tyrion questioned their fitness to be consorts to Daenerys, I was reminded of "The Dragon has Three Heads" and the speculation on who the three dragon rider-consorts will be. Seems like visually it could have been a tease about it (whether it comes to pass, no clue).
I was pleasantly surprised by the filming work done for Cersei's Walk of Shame; I had been dreading how badly it could have gone with the slobbering anticipation by some fans to see Lena Headey naked (good job on the body double, and entirely understandable - funny how medieval our society is regarding woman actors and their bodies still...). It's not perfect by any means, but I felt that they made an effort to carry emotional weight and focus on Cersei's state of mind and her journey, making it something that services her character development (rather than just titillating viewers). There are so many times on this show (and others) where bad things are done to women but the viewer gets no access to what they are thinking and feeling (see: Sansa and Ramsay), resulting in them being merely objectified in service of other ends. Here, by focusing so much on Lena's face, you get to see what she is going through, and I could almost hear her internal monologue; her bleeding feet afterwards was good too to show how much determination it took to get through that.
I don't remember from the book whether Sparrows were as adamant about protecting her by knocking back rabble (I admit that I raced through that overly long section to get it over with), but I liked that touch because it kept the Walk ritualized within the religion of the Seven rather than just a free-for-all to abuse Cersei. It was still really hard to watch, but it should be uncomfortable if it gives us good insight into the religion, the people, and Cersei's journey (done better here than in the book, imo). I also got the feeling that Cersei may not be as done as I thought after reading the book; as problematic a character as she is, I wouldn't mind seeing a transformation in her towards some greater strength (probably just before she bites it, knowing these guys).
re: Brienne and Stannis: I see it as plausible reasoning that Brienne can choose to spare Stannis' life and use him to fulfill her oath to protect Sansa; there often is a clause that if you legally could have killed someone, you can compel them to your service instead. As far as I'm concerned, you ain't dead on this show until your head rolls off or your throat is slit, so I'm headcanoning that she redirected her swing into the tree by his head for now.