In reply to Sam_in_Leeds: just for the sake of putting other options out there, for a fantastic breakfast roll you could try Nick's Kitchen: it's next to the library. Their toasties are very good too (brie and salami is my favourite).
Not many places open before 9am though, so if it's an early start you're after, you might end up in Esquires coffee shop (opposite Zefferelli's) - they open at 8am, do nice coffee, have wifi and papers, and their breakfast paninis are good.