What was this movie about WW1-era socialites?

I saw a film on an international flight once and I’ve been trying to figure out what it was called for a while. Oddly enough, no combination of any of the clues I remember turn up any relevant google results. It’s a little fuzzy, but here’s the few details I remember (name spellings may be incorrect):

It was set in London during WW1 (or maybe WW2).
It was about a bunch of snobby socialites, one of them a woman named Delicia.
One of the women (can’t remember if it was the same one) secretly came from a common background and had the last name Grubb.

That’s about all I can remember… seems strange though that even trying alternate spellings of the names, I can’t find a single bit of info. Any help would be appreciated, thanks!

Tea With Mussolini?

IMDb entry

Sorry, that’s set in Italy, not London.

Miss Pettigrew Lives for a Day?

Try Miss Pettigrew Lives for a Day. One character, Delysia LaFosse, was originally Sarah Grubb.

[Edit: Dang, beaten to the punch by a porpentine.]

That’s it! Delysia, so that’s how you spell it… I always thought it was a pun on “delicious”.
Well, thanks all!