The "closest" I've seen is the Belgravia, not too far from Victoria Station (where the Gatwick Express deposits you in London, a short walk from the station thru a very nice neighborhood to what I've found to be one of the BEST SPG props in London, just IMHO). Nothing closer that I've found either---altho' it sure would be NICE if there was
It's not that far from various tube stations either, giving you decent tube access to London..and before I go on and on about it, there's at least a couple of threads or more on it here in the SPG forum.