The earliest recorded release of grey squirrels in the UK occurred at Henbury Park in 1876. To put that in context, greys were frequently set loose into the wild during the 19th and 20th centuries. Henbury Park just has the 'distinction' of being the first well documented release and so it is the one most often quoted in articles and web sites.
"Historically, there have been many introductions of the Grey squirrels into mainland UK forests. There are records of releases (usually from private/pet collections) dating back as far as 1828 (in this case Denbighshire, North Wales), although the first verifiable record is from 1876, when a Mr. T. V. Brocklehurst released a pair of Greys into Henbury Park near Macclesfield in Cheshire, when their attraction as pets waned. It appears that Mr. Brocklehurst started something of a trend and releases continued for the next 50 years."
That quote is from the web page Wildlife Online Q&A Squirrels which covers the decline in the native red population and discusses possible reasons for it including several involving the invading greys. It also has an interesting section about the squirrel's impressive caching skills!
There are pleasant views from the cache location down to Big Wood - where those first grey squirrels and their descendants will have lived, assuming that they successfully survived and reproduced - across the rest of the park and off to the hills of the Peak District in the distance.