The streaming service shared a trailer for the action thriller Tuesday featuring
The preview shows
Gunpowder Milkshake is written by Navot Papushado and Ehud Lavski and directed by Papushado.
Gillan shared a video Saturday on Instagram of herself and Headey singing and goofing off on set.
"And to think... we have merely scratched the surface with the amount of useless Gunpowder Milkshake content I have in my phone," she captioned the post.
Gunpowder Milkshake opens in select theaters and premieres
Headey is known for playing Cersei Lannister on Game of Thrones, while Gillan portrays Nebula in Guardians of the Galaxy and other films in the Marvel Cinematic Universe.
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