I'm afraid that "somewhere in Bavaria" is the best I can do.
I know that Mary Caroline Grassman was born in Bavaria in c1850 and that her sister was born in Hackney in c1855. So Mary and her mother must have travelled sometime between 1850 and 1855.
I know that Mary Caroline married into the MENTZEL family and lived in Marylebone and Willesden, dying in 1938.
As for religious affiliation, I have no definitive knowledge. Given the Bavarian connection, I would have guessed Catholic, but then some of her children were baptised in Anglican churches.
So yes, I know the information I possess is minimal, I was just hoping that some one who knows their way around the records might come up with something.