 Filming returned to the Exchange in Swansea to film two more scenes : The <unk> of the episode was filmed on 28 July ; and the pre @-@ credits sequence on 30 July . The most important day of filming was on 31 July 2007 : an evening location shoot of the party 's arrival in London . Before filming commenced , Minogue covered her death scene above a chroma key mattress . The scene in London commenced filming at sunset in Cardiff city centre . For security concerns — specifically , protecting Minogue — the street was sealed off for the first time since the show 's revival in 2005 . 
