Certificate of approval - where must we give notice

I'm British and my fiancee is Japanese. Assuming we get the certificate of approval soon, where must we give notice of our intention to marry?

I understand that we must both attend a designated office. I plan to make an appointment in Westminster where my fiancee lives.

However, do we also need to give notice in the district where I live (which is different to my fiancee)? All the information I read is not clear cut and seems to say I must give notice everywhere!