I have to wonder if GRRM's revelation came after or before season one. Really, for the show's sake, I really hope the theory checks out. I really liked how Ned and Jon's final conversation went before the latter departed for the Wall. Not my name but my blood aside, I really love Ned's final words to Jon: I promise.
Unfortunately, after season one, the show's seem focused less on Jon's parentage and Rhaegar/Lyanna, and instead more on Tyrion's love-love-hate tragedy.
Sean Bean almost admitted it in his latest interview.
not true, alfie allen (theon) knows cos he got grrm drunk and told himso there are only three people in the world that know by now.
Not related to the mod in any way. You might want to head to the mod's own forum. But to answer your question, Sean Bean does not know. The entire plot has only been told to D.B. Weiss and David Benioff, so there are only three people in the world that know by now.