Small but perfectly formed

I love caviar, don't you? The first time I ever ate it was at the Savoy Grill, tempted into it by a newspaper publisher when I was director of the Press Complaints Commission.

I was 26 and became an immediate convert to the slimy, salty taste of sturgeon's roe - and I just loved the extravagance of spending all that money on a dark, glossy spoonful of fish eggs.

So I was excited at the thought of spending a weekday evening eating at Volstead - a new lounge-bar that has opened up just off Piccadilly and serves caviar. It's run by the owners of Boujis - a nightclub now famous for its wild shenanigans and the fact that Princes William and Harry are habitués.

Only in June, the royal twosome came under fire, following a six-hour drinking celebration there, the night before the Queen's 80th birthday thanksgiving service. But they turned up at St Paul's in time for the ceremony - even though they did look more than rough.

Volstead bills itself (rather expensively, as it turns out) as a speakeasy - a term used during Prohibition, when members had to 'speak easy' to avoid getting busted for drinking illegal booze.

Those familiar with American history will recognise that the club is wittily named after Andrew Volstead, the Minnesota-born architect of the Prohibition Act of 1919.

I took along my romantic novelist friend from Winchester who is about to start her latest book and was in desperate need of inspiration. Quite frankly, I was in desperate need of a glass of champagne after a frenetic week of work and play.

Volstead is roped off from the street like a boxing ring, guarded by a couple of impressive bouncers who look like they might have gone a few rounds themselves. The cool, dark interior was a welcome relief after the Tennessee Williams-type heatwave, which was sitting like a heavy blanket over Central London.

Black, embossed wallpaper (very Phantom of the Opera) lined the stairs leading to the basement bar and made the busy streets outside seem a long way off.

The room itself is all mirrors but very little smoke (even though smoking is allowed - which the libertarian in me always applauds). And it's very intimate - with room for just 150.