I pressume nothing has changed since I had my initial Class 1.
The initial has to be done buy the Doctors at Gatwick. Now, at the cost of about 400 quid I believe, plus the travel to LGW, all makes for an expensive day out!
Once you have the Class 1 you can go to any local CAA approved Doctor (AME). Lists can be found on the CAA website.
Hope it helps
RM