I am a chef in a top London restaurant and I had to undertake exactly this exercise for my fiance's hen night. Start by looking on sites like Viewlondon and Gohen, they have a huge range of activities for hen parties and stuff to get ideas BUT avoid booking through them as they are often over priced and you can get better deals elsewhere. I would also avoid the "kitchen" type chocolate classes and cupcake classes too - sorry the idea that you can learn anything serious about chocolate making or cupcake making in an hour or two is ludicrous. These kind of places are good for proper courses but not for a fun afternoon out - kitchen's are not fun they are serious I run one!
After calling around a few of my bar and restaurant contacts I sent my fiance's hen party to Peacock Bar in Clapham Junction. They do a huge range of hen party afternoon activities including cupcakes, chocolate, cocktails, afternoon cream tea etc in a fabulous Rococo style venue. Their classes are all about dressing up, fun, photos and silliness.
Just the ticket for my fiance's group and they had a great time which is what matters and lots of photos and chocolates to boot. The staff were apparently lovely and the whole place was buzzing with different groups of girls doing different activities with a few birthday and stag parties thrown in too. Their Frank Sinatra was also a big hit too apparently so well done Peacock Bar
I was also very impressed by the chocolates the girls made too and was about to eat my words about being able to be taught proper chocolate making in an afternoon - till they let it slip that Peacock staff always make a few perfect chocolates for you just in case you have too much fun on the day. Good try my dear almost fooled me!