G&H used to have an office on W 44th diagonally opposite the Algonquin but alas, no longer. There is frequent commuter rail from Grand Central to Greenwich CT where G&H have a pretty decent gun room. I don't think you can get to their Jersey location by public.
You can take a regular commuter train (Amtrak?) from NYC to Bernardsville, about a block away from G&H. check where it leaves from (Penn Station or ??) and whether it is a direct route or you have to transfer trains midway. There are a couple decent restaurants within walking distance.