I’ve spent some time this morning on CIMRM 829. This is the supposed Mithraeum in Colchester, not from from the temple of Claudius. It’s not actually that far away from me, so I had thoughts of going to see it when I was better. On a raw, frosty morning like today, of course, such a trip is not to be thought of!
There doesn’t seem to be any actual hard evidence associating it with Mithras at all. The association seems to be the product of one man’s imagination.