The Grosvenor Arms

I'm excited. We're going to a bison farm. I had no idea we had bison in the UK, let alone Dorset. Nor, for that matter, am I especially clear on what a bison actually is. But here we are on the road out of Shaftesbury – where we've been staying at the new Grosvenor Arms hotel – in search of a creature which is a bit like buffalo, and which probably makes an excellent roast.

Our decision to explore offbeat agricultural initiatives is the result of round three of ‘Brown-Sign Bingo’, an edifying game we’ve invented that involves letting Visit Britain’s helpful signposts tell us what to do next. You know the ones – the white-text-on-brown signs that make suggestions such as 'Whipplethwaite Pencil Museum' and 'Bodger's Dyke'. Since being in Dorset, we’ve already checked out the ever-perky Cerne Abbas Giant, been dangerously tempted by Monkey World, and speculated about what thrills await at the Royal Signals Museum. Now it's the turn of the Bison Farm…

Except it's closed. Never mind – seasoned players of Brown-Sign Bingo are used to disappointment. In any case, the boutique hotel we're returning to more than makes up for the lack of chunky bovines (they are bovines, right?). When we first accepted our reviewing mission to Shaftesbury, Mrs Smith and I were expecting a country tavern-style stay: all open fires, beam-loads of brass tat and perhaps a splash of Farrow & Ball to up the chic. Not so at this hip hotel: in an area of Britain dominated by chintzy B&Bs, cosy coaching inns and wellie-trodden wayside gastropubs, the Grosvenor Arms stands out like a manicured urban thumb.

The listed Georgian facade in the town's main square is impressive enough, but inside, a mammoth two-year renovation has turned a – by all accounts, dodgy – pub-hotel into a gleaming space of calming taupes and olives, walls hung with tongue-in-cheek artworks and celebrity sketches. The only traces of the building's period history still apparent are in the odd under-carpet hump in the floorboards and in the vast dimensions of the first-floor ballroom.

The 16 smart, city-style bedrooms are adorned with gigantic headboards, Cecil Beaton fabrics, Tassimo coffee-makers and the cleanest lines in Dorset. Our room – Junior Suite, number 14 – is disconcertingly spacious. It’s almost as though there's some furniture missing; later we find out this is because there is – various bits and pieces are due to be shipped over any minute from their manufacturer in Italy.

Still, there's only so many in-room cartwheels one can do before getting bored. Luckily, the gigantic roll-top bath offers its own distractions. Mrs Smith disappears into the huge bed, while I pour myself a tub of bubbly (thanks to the Ren toiletries) and settle in the suds to watch Saturday afternoon wander past Shaftesbury Town Square, through the sash window in the bathroom. It's like voyeurism in reverse.

By dinnertime, we're a touch anxious: last night's meal in the town centre was not a gastronomic experience we're keen to recreate. We only had ourselves to blame, the warning signs had all been there: restaurant in a former church, walls painted into a sickly pastel approximation of 'Tuscan', a waiter with the hammiest Italian accent since Super Mario, and clientele straight from a Benidorm poolside. It took a lunch trip to the rather wonderful Museum Inn down the road at Blandford Forum to restore culinary equilibrium. Now it is up to the Grosvenor's restaurant, to maintain it.

Our meal tips the scales – in the right direction. After a quick visit to a bar dotted with sculpture and mismatched furniture in trendy loft-apartment style, we take our seats. (After much debating through the Dulux colour chart, we decide that 'Sagehouse' might be a better moniker.) And the very worst I can say is that the chairs are oddly low-slung, so unless you have a torso like Keira Knightley, you're likely to be eating that Michelin-starred local fare with Euro flair with your elbows around your chin. But with imaginative and intricate food such as this, we forgive them in an instant.

My fish-loving Mrs Smith frequently laments how rarely I plump for it from a menu, but on this occasion I find myself drawn to the salmon and ginger raviolo in langoustine bisque – probably because the word 'bisque' is just so awesome. The dish itself follows suit. It tastes like – and believe me it's almost impossible to adequately convey its toothsomeness without it sounding a turn-off – a jam roly-poly with a fine fishy zing. I’m still raving about it months after our stay, attempting to convince anyone who'll listen that a salmon soup that tastes like pudding is actually a Very Good Thing.

And no wonder: the Greenhouse's chef, Mark Treasure, has dipped his toes in Michelin-starred waters before, with stints at Feathers in Oxford, Mirabelle in London and, funnily enough, our lunch-spot the Museum Inn. Old town Shaftesbury might be the last place you'd expect to find the fireworks of Mod European cooking – in these parts, it's usually a hunk of local meat (bison?) with veg and ale. But every course that reaches us could have come from the kitchens of the latest Soho sensation.

Obviously, heading miles outside the capital to eat like a Londoner isn't really the point of our romantic country break, so we're lucky that Shaftesbury itself makes for such a lovely trad weekend escape. In fact, these BSB players conclude the property should have its own brown sign. Remember the Hovis ad, where the flat-capped scamp schleps his bread-laden bicycle up a cobbled slope? That very hill is pretty much next door to the hotel. Don’t let nostalgia for classic ’80s TV advertising draw you to this charming town, though – the style, comfort and dining at the Grosvenor Arms should alone manage that.