Nairn's do mini oatcakes: great with mature cheddar and some nice chutney (I like Waitrose's redcurrant and red onion). Or cream cheese and any number of toppings.
Don't M+S do mini tartlet cases? You could put anything in those.
Smoked almonds are delicious.
Or you could get a jar of posh pate - tons of it around atm - and some cornichons (mini crunchy gherkins).
Or some foie gras pate with a brioche loaf and some fig jam.