I went to a gorgeous baby shower at Cannizaro House, on Wimbledon Common. There are a number of different rooms you can have, we were in the blue room.
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They do devine 'high tea' with scones, cakes and sandwiches, tea, coffee etc and you can also add champagne if you like.
There is a free carpark with lots of spaces and you can wander around their garden afterwards if you want to.