Fortnum and Mason have some impressive gates for their doors when they shut up for the night, one of them also includes a clock although I’m fairly sure it’s not showing the current time!
I spotted these gates on lower Regent Street,
and these gates are around the corner on another gallery in Charles II Street.
Going a bit further afield I found these next few over in Belgravia.
My final example is technically not a security grill as you could just duck under it, but it’s in the style of a grill so I thought I’d include it. This more contemporary example comes from Sackville Street.