Thompson was joined by Zaghari-Ratcliffe's husband, Richard, other family members and mothers from the couple's London neighborhood in a march intended to keep international attention focused on her plight.
Zaghari-Ratcliffe, who was given a five-year sentence on espionage charges that she and her family vehemently deny, has found herself at the center of an international dispute between the UK and Iran following a mistake by British Foreign Secretary Boris Johnson.
'We want you home'
The demonstrators carried two letters to the Islamic center, one an open letter written by a group of local mothers and the second written by Zaghari-Ratcliffe's own mother.
Zaghari-Ratcliffe's sister-in-law, Rebecca Ratcliffe, said it was important to show local support.
"When you're a mom, it's all about your community, isn't it?" she said. "It's her community reaching out to her and saying, 'We care about you. We want you home.'"
"My Christmas wish is for everyone to come back and we can be a family again," Rosie Ratcliffe, Gabriella's 10-year-old cousin, told CNN. "I remember when she was little, all of our cousins would be together. ... She was very little then, she was 1, and now she's 3. She's been there for quite a long time. It's very sad."
One local mother taking part in the protest, Charlotte Samuels, 36, said she did not know Zaghari-Ratcliffe personally but was appalled that her case had still not been resolved. The UK government should do more, she said.
"We are not related to Nazanin, we are not friends with Nazanin, we've never met, but we think that it is absolutely essential that we stand up for someone who is bullied or is being treated unfairly," Samuels said. "That is what we teach our children, and it's what we should practice ourselves."