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You may well need permission to cordon off the pavement.
Take no chances where pedestrians and traffic are concerned. Just one mistake from you or another party and lives (including yours!) could be ruined. So in your shoes, yes I would contact the local authority for guidance, which may well lead to increased costs and delay in starting.
Phil, get yourself a copy of the Safety at Street/Road Works bible (~£10 on Amazon - there is a short section on footpaths), while focused at road closures for works such as repaving, tree works etc, it does provide some good guidance and signage recommendations that you can use to show you have done due diligence;
Whatever approach; communicate your requirements to the LA with timeframes etc, make sure all correspondence is recorded (ideally email), take pictures of any signage you put in place (however, you DO need to make sure it is suitable otherwise it will bite you..)
Reading the comment by Gary here is a link for a PDF version
/www.gov.uk/government/publications/safety-at-street-works-and-road-...
What about picking a day where there will be less pedestrians, i.e. in the evening maybe? combined with a banks man?