Cardew's in Oxford covered market.
They have a branch in Cambridge as well.
They sell many different types of coffee (more than 20, I think) and you can buy either the roasted beans or they will grind it to your specification at no extra cost, which is typically £18.00 a kilo. Smallest bag is 125g.
They get a big
from me, always friendly, can usually remember what you buy if you're a regular.
That might not help, depending on your location.
edit: They do
mailorder!