Paperchase - the big one on Tottenham Court Road. I know there's a limited range in Tesco but it's not remotely the same/as good. I enjoyed many a lunch. hour in there when I worked behind Euston.
I don't know if this counts as a shop, but there used to be a Cornish pasty place in Covent Garden with a pirate/ship-themed bar above it. It was really small, but cwtchy and a really nice place to take a date during the winter because usually people didn't know that it existed, so it was like a hidden gem type thing. I've also dated a handful of sailors in my time, so they particularly loved it!