It's possible to get to Newbury by train from Paddington and catch a matinee performance and get back to London in the evening - though you'd need to get a taxi from the station in Newbury to the Watermill (it's not really walkable). I did it by train a few years ago and it worked ok (but I was lucky as a friend of mine was in the cast of the show and picked me up at the station!).
Can't say I'm interested enough in TMM to make the trek to the Watermill though.
THEATRE 2020: CURTAINS**** LET'S HEAR IT FOR THE GIRLS***** WICKED***** KEITH RAMSAY TAKING NOTES WITH EDWARD SECKERSON***** KAYLEIGH MCKNIGHT CONCERT***** RAGS***** ON MCQUILLAN'S HILL** DEAR EVAN HANSEN***** THE JURY***