Well the “smallest police station in the UK” is actually a tiny former police observation post in the south‑east corner of Trafalgar Square in London, built into a hollowed‑out lamppost in the 1920s.
Essentially a small stone plinth with a lamp on top that was converted into a one‑person police lookout post to monitor demonstrations in Trafalgar Square.  It was reportedly just big enough for an officer (and in some accounts up to two detainees) to stand inside, with slit windows giving views over the square.
 
Interesting fact...
It had a phone line to Scotland Yard and when the phone was lifted the light on top would flash.