In the episode, the two travel to Iceland to tackle the challenges its wilderness offers.
The promo for the episode was just released. In it, Gyllenhaal looks a bit out of his element at first. Grylls says “it takes balls,” undoubtedly referring to one of the nastier elements of wilderness survival, and Gyllenhaal responds, cleverly, “they’re right in my throat right now.”
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Juding by the video, it looks like Gyllenhaal eventually got over any reservations he may have had about embracing the challenge. The shot only lasts a split second, but it looks like he even tore apart some kind of animal carcass (see for yourself at the 0:09 mark).