I’ve been contacted by a religious sister seeking suggestions for a pilgrimage to London and Oxford in the footsteps of the English Martyrs and Literary Converts. My suggestions were written in haste, without checking my facts, so it’s possible, indeed likely, that I have made factual errors. With this disclaimer in mind, I thought visitors to the Ink Desk might also be interested in these suggested places to visit:
Regarding your possible pilgrimage to England, I’m attaching the itinerary of two pilgrimages to England that I led a few years ago. These might give you some ideas.
Other suggestions:
In London: 
Brompton Oratory (I would recommend the 11 am Traditional Mass on Sunday); 
Church of the Immaculate Conception in Farm Street, Mayfair (a beautiful church in which many notable converts have been received, including, I think, Evelyn Waugh and Edith Sitwell. Famous priests based here include the Jesuits, Martin D’Arcy and Philip Caraman, who had contacts with many of the best known converts);
Westminster Cathedral – especially as a pilgrimage to the tomb of the English Martyr, St. Robert Southworth, whose body, stitched together after its being hanged, drawn and quartered, is on display in a glass case;
Corpus Christi, Maiden Lane, near Covent Garden – a quaint little church at which, I think, Cecil Chesterton was received into the Church, and which Belloc and Chesterton would have frequented on their visits to London;
St. Etheldreda’s, Ely Place – full of history because it was in use as a Catholic church during the Reformation, enjoying diplomatic immunity because of its connection to foreign embassies (I think);
Ye Olde Cheshire Cheese – a pub, in an alley on the north side of Fleet Street, at which Chesterton, Belloc, Shelley, Dr. Johnson and a host of other prominent literati have supped over the centuries. Be sure to check out the two levels of cellar bars. It’s largely unchanged since Chesterton’s time and used to serve good food.
The Tower of London – if you apply in advance you should be able to visit the cell at which St. Thomas More spent his final days.
Tyburn – The site is in the middle of a busy traffic island, so there’s not much to see. I would recommend that you visit the Tyburn Convent, a hundred yards or so away.
In Oxford: 
Tolkien’s and Lewis’s graves
Magdalen College (Lewis, Wilde and others)
The Eagle and Child Pub (aka the Bird and Baby), where Lewis, Tolkien and the other Inklings met regularly
The Trout – You should plan to walk from the Bird and Baby to the Trout in Wolvercote. It’s about three miles along the river, passing through the Binsey Poplars, immortalized by Hopkins (which have been replanted) and close to the ruins of Godstow Abbey. The Trout was a favourite destination of Lewis and Tolkien and they would have done this walk often, as would have Hopkins
Oxford Oratory – Beautiful church at which Hopkins served and at which the Latin Mass is celebrated
Littlemore and other sites associated with Newman
Priest Holes:
Unfortunately the houses in which priest holes are to be found are in inaccessible places which will require the renting of a vehicle. If you feel that you might be able to include the renting of a vehicle, I will provide further details.