There are no places in England that I know this is possible for the general public.
I can find no places where such activity could be done, the likely reasons are;
- It's Dangerous
- Can Disturb Set If In A Theatre
- Health & Safety
- Not exactly the most popular experience
- No Demand
You may be able to contact a theatre or somewhere with a grid like this to request such an experience, but the answer is very likely going to be no, due to health and safety, and because they have no insurance for you. It certainly wouldn't be free.
The only way I found out you could do this was virtually - not half like real life...
As Suggested in the answer by StrongBad, a polite request may get you somewhere, if you ask the right people.