This is one of those Simpsons episodes that feels like it went by really fast. It's almost a shame that a lot of the focus was on Marge, because I think they could have gotten more mileage out of C. Carl Carlson's rise to power and loyal lackey Homer Simpson. Likewise, the resolution of the near-affair between Marge and Ned seemed to come and go so quickly.
Poor Roz, she hasn't had a chance to play the role of exposition whore this season. But it seems she did know enough (through Varys or Littlefinger?) to play along and let Cersei think she was Tyrion's special lady.