I mean, I would be as tickled as anyone else if an actor brought it up spontaneously (assuming they were pro-fanfic or neutral. If they were firmly anti it would make me kind of sad). And I'm not sure mentioning the entire concept of fanfiction to an actor is completely outside the realm of acceptable behavior (as opposed to mentioning porny fanfiction, specifically. That is not okay.) But still. To be honest, I think the best response to a Real Live Actor spontaneously mentioning Wincest would have been
::dead silence::
::awkward cough::
::shifty glances among entire audience::

"SO! What's the new season got in store?"

As in, yes, the entire internet has imagined you naked, but we're just too classy to tell you to your face.