Mike Leigh has started production on his first film since the Oscar-nommed “Happy-Go-Lucky.” Untitled as are all his films while in production, the pic stars Leigh regulars Imelda Staunton, Jim Broadbent and Philip Davis and will shoot in London for nine weeks.Thesps David Bradley and Stuart McQuarrie have signed on for their first Leigh film. Georgina Lowe produces, with Gail Egan as exec producer. Leigh’s longtime producer, Simon Channing-Williams, died in April. Focus Features Intl. handles foreign sales and is co-financing with the U.K. Film Council’s Premiere Fund and Film 4.