St. Helen's Pool is good, as is Old Grimsby Harbour. One needs really good ground tackle and the 'knowhow' to go with it. Then there's St Martin's Bay.
Local wisdom suggests that - in a real blow - one moves around as the wind shifts dictate. That's sometimes easier said than done.
If it's a true westerly rather than any thing with south/north in it, I'd be heading for:
New / Old Grimsby
Tean Sound
Between St Agnes and Gugh - North is closer to the pub!
Obviously the Scilly game is to get to the sheltered anchorages before the wind comes from that direction, and before everyone else gets there!! Westerlies give you a few options, with a northerly everyone heads for Porth Cressa
that would have helped the OP to avoid the rolling last evening on the moorings in the harbour, however the pubs are a calling and it seems there is not to much suffering once sufficient antidote has been administered