Shelley's, 10 Stafford Street, W1 - there are no pubs on both New and Old Bone Street but this seems to be one of the closest. Professes to be named after the poet in case you didn't know it, the walls are adorned with portaits and poems of the aforementioned. However, it is more likely that it is named after Fred Shelley, who bought the pub in 1862 after poor old Percy Bysshe had drowned, it was The King John's Head in those days.
Sorry, no pic the photographer was visiting Graham in jail!
Walk back down to Piccadilly and head in the direction of Hyde Park Corner.