Hi there - I recently got my CPL (A) and applied for the IR and MECR at the same time. It all went smoothly enough (took around three weeks over Christmas) and cost me £185 from memory.
The CAA are usually OK and I can't imagine applying for both at the same time will be an issue. I often find that including a covering letter telling them exactly what you are asking them to do really helps avoid confusion.
As far as going to Gatwick goes - yes it is possible. I had my night rating added at LGW. I turned up really early and made sure I was first in the queue. I then handed them all the paperwork and they gave me an appointment to come back at 2.30 to pick it all up. I duly returned and it was all done!
The benefit was that not only does it get done quickly, you also get to talk to a real person - in the flesh - and they can be helpful in answering questions or telling you which bit of the form you need to fill out etc. The downside is that you never know what their workload is going to be like. When I was there they were processing about half a dozen typre rating applications for an airline and said that they would have struggled to "process" me the same day had I not turned up so early. I think I got there about half an hour before the counter opened.
Adding the rating was a quick job, but it might be they need a day or two for the CPL - don't know....
Hufty.