This weeks episode of Miss Fishers Murder Mysteries (episode 6) is entitled Death at the Grand. Here is the summary:
When the Concierge of the Grand Hotel is pushed from the rooftop with an empty bag 'souvenired' from Phryne's house, Jack calls Phryne into investigate what looks like a robbery gone wrong.
FYI The Grand Hotel was the original name of the Hotel Windsor so we may see some fabulous shots of the Windsor. However in Phryne's day (the 1920's) the Grand had already become the Windsor so I may be barking up the wrong tree here.