Yes, I've experienced things at the King's Grant, as well. Many years ago, I was doing a walk through when the place was on the market for sale.
A group of us walked through the old club, commenting on how nice the booths were, considering the time it had been closed, etc. The front of house was still in fairly good condition, despite needing a bit of cleaning up. We went into the kitchen, which was large - but it had stock pots of stuff still on the counters with souring food, like someone left in a hurry. We quickly exited the way we came in and - only moments after having walked through the very same room - saw all the tables neatly set for service!
There are serveral hidden passages and strange rooms there, which only added to the mystery of what we had just experienced.