Meanwhile, former attorney general Dominic Grieve said he would quit the party if Mr Johnson became leader, while ex-minister Anna Soubry said that "many" One Nation Tories would also leave.
Taking to Twitter, the Jaanan actress emphasized a woman's right to wear whatever she feels comfortable in.
Boris Johnson has caused outrage with a newspaper article comparing women in burkas to bank robbers.
"We have to call it out".
In an interview with Daily Telegraph, Johnson said full-face veils should not be banned in Denmark but mentioned he found it "absolutely ridiculous" that women choose to "go around looking like letter boxes".
His remarks drew condemnation from former colleagues.
"The party chairman, the prime minister has the right to take the whip. that's the thing I'd like to see".
Johnson has been in direct communication with Bannon in recent months, according to media reports.
But Conor Burns MP, a vocal supporter of Mr Johnson, said it was "bizarre" for Commissioner Dick to use her position to look into the comments with rising crime in the Capital.
"It is crass and it must stop, and it must be condemned by the leadership right from the prime minister down".
"Any clothing a woman is forced to wear which hides both her beauty and her bruises should be banned and have no place in our liberal, progressive country", she said.