Unless the collection is small and episode and people records are all of high value, entering data manually is probably not practical or sustainable. Is there a download source for the data? If so, does it associate actors with specific episodes? If the actors are recorded in the episode records and associated with the series record (normally, they would be), I would question the need to add links to an actor's record for every episode they appear in.
If the actor had been added to the series record, then that series appears in their filmography. If you want to see the individual episodes that actor is associated with, use the filmography link to the series record. Once there, right-click on the actor's name and select Show only movies with actor = [Actor]. Movie View with then provide you with a complete list of all series, episodes and movies the actor has appeared in (that are in the collection), and instant access to the individual records. It will remain in that state (i.e., the search set) if you need to switch back and forth between this view and the person's record.
Even if this is something you are willing and have to do manually, this method of associating people with specific episodes will still be the easiest. Just enter people directly to the episode records. Ensure they're also listed in the series record—so the series will appear in their filmography.
