Michael Lombardo recently told Entertainment Weekly that there were no plans for prequels or spin-offs once the show ends, saying:

"No. If that were to happen it would have to come from [Benioff and Weiss] really feeling something, or [author George R.R. Martin] really feeling that it was the right thing to do. Not knowing how this particular story ends, I don’t know. There are plenty of characters, secondary characters, [that] you could build a world around. We’re always going to be drawn to a strong creative vision. But we are not going to do that unless we feel their passion."

But now George R.R. Martin has weighed in, telling EW:

"Every episode of The Naked City – one of the television shows I watched as a kid – ended with a voice-over: ‘There are eight million stories in the naked city. This has been one of them.’ There are eight million stories in Westeros as well … and even more in Essos and the lands beyond. A whole world full of stories, waiting to be told… if indeed HBO is interested."

"The most natural follow-up would be an adaptation of my Dunk & Egg stories," he added.

These are a series of novellas set ninety years before A Song of Ice and Fire. It follows the story of Ser Duncan the Tall who would go on to become a member of the Kingsguard and his squire Egg, who would go on to become King Aegon V Targaryen.

Martin added:

"Each of the novellas could easily be done as a two-hour stand-alone movie for television; that would probably be the ideal way to do them, rather than as an ongoing weekly series."