Hello,
I just searched from the main catalogue here
http://www.catalogue.nationalarchives.gov.uk/default.aspI did have a quick look, using the full names and surnames only but didn't find anything

If you search under Zimmer for instance, you will see quite a few entries which are easy to spot, document title is quite obvious.
Perhaps they were not actually naturalised, sorry I'm not an expert on this subject. Berlin Bob knows quite a bit and when he comes online perhaps he'll be able to help more.
You don't say when they were born. Have you found them on other census entries? Might be worth checking to see if any birthplace is mentioned that might be useful.
I should mention that the individual I found the naturalisation papers for was British, but married a German. She was obliged, after he died, to re-claim her British citizenship which was I think especially enforced in the lead up to World War 1, so you will find that there are a lot of naturalisations around the 1914-15 period.
p.s. I still have an ancestor born in Germany who I'd also love to find out where in Germany he came from, but he only ever mentions Germany on all of the census entries.
Cheers
Jonathan