I've done searches about haunted Leicestershire before and as you say, there's very few, but Leicester itself is said to have quite a lot, though I haven't ever turned many up on the net.
The Abbey Pumping Station's got one, and also Belgrave Hall. I've heard a lot of stories about Guildhall Lane, and there's a ghost on the top floors of what used to be the old British Home Stores on the Clock Tower, which would make it either MacDonalds or Laura Ashley now.
Church Gate has some - Brannigans night club, and there's a pub across the road (called the Salmon, I think) that's said to be haunted.
I used to work for a bloke who ran the Long Stop (now renamed - don't know what to, sorry) and he had loads of tales about a guy called Harry something, who was a landlord of the place about 150 years ago. He died after falling down the cellar steps and breaking his neck. He would hang around in the bar at closing time, hated light bulbs so would smash them and used to mess around with the small service lift that they used to send cash for the till from the flat to the pub - his favourite trick was to throw coins down the lift shaft.
His presence was mainly felt in the cellar itself, which always felt much colder than the thermometers showed, and the beer quality was never affected (I understand it has to be stored at a certain temperature?). The couple did a bit of their own research, and a ghost expert told them to acknowledge his presence as he wasn't malevolent, and after that they always used to say Good Morning to him when they sensed his presence, and he stopped a lot of his mischief. They still couldn't get the dog to go down the cellar though.
)