I can't guarantee it's the cheapest, but this split combination seems reasonable (all prices with PRIV discount):
Cheltenham Spa to Swindon Off-Peak Day Single VIA STROUD £2.25
Swindon to Yeovil Pen Mill Off-Peak Day Single ANY PERMITTED £4.25
Yeovil Pen Mil to Zone U12 London Super Off-Peak Single ANY PERMITTED £10.70
That would cover you to get to Finsbury Park by Underground. If you want to take a Great Northern train from King's Cross you'd need an additional London Terminals to Finsbury Park single for £1.25.