One webside gives Heston, near London, but another just says Middlesex as his place of birth can't find where he died. I hope I've got the right Paul Jennings and this information isn't misleading for you.
According to http://www.gravestonephotos.com he is buried in St Bartholomew's Church, Orford, Suffolk. As Wiki says he lived in East Bergholt, also in Suffolk he MIGHT have died in that area. Hope this helps