Thanks for all that research Alpine.

A letter it will be.
I am a bit unsure about how I pay for this though if I have to apply via a letter. The link provided by the GRO just takes me to the usual online ordering page - an alternative is that I can print out the application form (but there is nowhere on it to add further information). Presumably I need to print out the form, fill in Mary's details, supply credit card details, and attach an additional letter explaining the situation.
It's not too clear though ....
I think that the St Pancras death may be our Mary (as Deb suspects) - Granny Shepherd died in the infirmary in the Parish of St Pancras in 1851 so maybe Mary did too?.
Nah, I'm feeling lazy .... I am going to order the St Pancras death certificate. I reckon that is our Mary.