Possibly a workhouse at St. Pancras in London. May instead refer to Penkridge Union, a workhouse in Penkridge, Staffordshire, though this seems unlikely given that the speaker, Sarah was born and lived her life in London according to the interview. 

In London Labour and the London Poor edition: 

Phase 1

Old Sarah (Volume 3): "I was sent to the Union—‘Pancridge’ Union it was—and father with me (for he was ill at the time). He died too, and left me, in seven weeks after mother. When they was both gone, I felt I had lost my only friends, and that I was all alone in the world and blind."