Hey,
the Prince Edward stage door is on Frith street. When you stand in front of the PE facing the PE, turn left, you will see Cafe Nero which is on the corner of Old Compton St/Frith St. Walk up Frith street. The stage door(blue door) is opposite the Ronnie Scott venue and next to an Italian cafe - you cannot miss it!
Most of the cast usually comes out between shows when going on a day with two shows, though I have been there once or twice when people as Gavin or Scarlett have not come out.
Enjoy your trip to London!