Billy

A Billy is an unnamed minor character in the second season. He is played by an unidentified actor and only appears in "A Man Without Honor."

Season 2
Bran Stark assigns two orphan boys from the Winterstown to serve one of his shepherds, Billy and Jack are chosen. When Bran and Rickon Stark escape from the Ironborn occupation they reach the shepherd's farm and see Billy and Jack playing there. Theon Greyjoy hunts them to the farm and then returns to Winterfell with two burned corpses.

In the books
In the Song of Ice and Fire novels, Theon's hunt leads him to a mill where he remembers there being two boys. They are not orphans.