[weinzierl]

It wasn't in the Holy Grail, as far as I remember, but they actually did that sketch:

https://www.youtube.com/watch?v=nmKped3yARQ

[starbeast]

It was in the first draft of the Holy Grail screenplay. Mr Arthur King finds the grail at the Harrods ant counter.

I am guessing that the Harrods sketch is from the fourth series and is repurposing some of that material.