Dunning studied acting at the Royal Academy of the Dramatic Arts in London and in Los Angeles, California. Dunning portrayed Sir Miles Headlock in the sports series GLOW: Gorgeous Ladies of Wrestling (1988-1990). He also portrayed supporting and background characters in the horror film Cannibal Hookers (1987), the crime drama The Night Stalker (1987, with Charles Napier), the action film Caged Fury (1989), the horror film Fertilize the Blaspheming Bombshell (1990), the comedy Mob Boss (1990, with Dick Miller), and the horror film The Death Merchant (1991, with Lawrence Tierney).