There isn't any need for them to hide Gregor's identity in the show since they never proclaim him dead like in the books. It's just another part of Dorne storyline that was removed.
I mean at this point everyone seems to know anyway, when the inevitable show down occurs of the trial I'm guessing his helm will be knocked off and we'll see the gruesome face as it really is. I wonder what happens at that point, it'll be wild.
Like how do you take some undead freak as your champion and expect to be released from sin once exposed?