There’s an original Picasso tile – of an abstract face with a yellow nose – roughly cemented into the wall above the Aga in the kitchen of Farleys House in East Sussex. “Patsy [the housekeeper] used to scrub it with Vim,” says Jenny, my guide. “Lee and Roland believed art was to be lived with – not just for a museum.” The pair in question are Lee Miller (American model, muse, fashion photographer turned second world war correspondent for Vogue) and her husband, Roland Penrose (surrealist painter, author and co-founder of London’s Institute of Contemporary Art). They moved into this...