Not in SE1 but if you work near to Monument I organise Wednesday lunchtime Pilates classes (sessions at either 12pm or 1pm) in St Margaret Pattens Church (Rood Lane, off Eastcheap). Our excellent teacher is Femke (from South London Pilates). Cost is under £60 for a block of six classes (we split the cost for Femke and the hall between everyone equally - a full house means cost is under £40!!) Sessions are mixed ability.
Our next block of 6 classes starts on 4 July 2012 and there are a few spare places.... So, if you're interested in joining please respond here or PM me.