I actually did read this at the weekend and thought of asking the same question. For those who don't know the background, the idea is based on something that actually happened to the writer.
Back in 1983 she was living in a house in Windsor near to the eye hospital where the then Prime Minister was being treated. From her window she had a full view of the PM as she emerged from the building to do a series of handshakes with the staff and thought to herself: "I could be a gunman here ..." and the idea was born then.
I had never read any Hilary Mantel, as she writes the sort of stuff I don't think I would like, but this was really rather good: the start in particular is excellent, and she does a really good, gentle satire on the shallowness of suburban Windsorites. There are one or two passages I struggled with, in particular where she imagines the gunman making his escape: it just es too overeblown. Nonetheless there is a detachment and humour about which keeps you interested. Plus of course anting to know how it will end.
The most amazing about it is the fact that it was supposed to have been published in The Daily Telegraph!!! Before someone got cold feet ...