Out of curiosity, have you read the Dunk and Egg stories? For my money, those are the perfect sorts of adventures PCs can have in Westeros without marking up the larger canvas. Granted, Dunk and Egg have far more important futures ahead of them, but at the time, the stories, the risks, and the stakes involved are all appropriate to an ongoing campaign.
"Those are brave men down there. Let's go kill them." -- Tyrion Lannister