I found another great Bourbon bar/restaurant in London.
http://www.burgerandlobster.com/
They have Pappy 12 year old Bourbon and Pappy Family Reserve Rye, 13 years old, plus Bookers and all the other top names. 12 pounds a glass for the Pappy and the glass is poured quite healthy.
The Pappy bourbon was just as smooth as you'd expect, but I was disappointed by the Pappy Rye. It was unmistakably Rye but not at all smooth, nor as good as some other Rye's I've tried recently.