Was Hermann Goering educated in Rutland?

The Wikipedia entry for South Luffenham says:

In 1908, The Rev. John Francis Richards succeeded the Rev. Shaw, and being a Greek scholar, pupils came from abroad to be taught at the rectory. Among these reputedly was the son of the German Chancellor of the Exchequer, and Hermann Göring. Indeed, on one of the panes of a lower floor window Göring scratched his initials in a corner.

This point is annotated with "citation needed". You can say that again.

The Information Underground repeats this story and adds:

During his visits to England he went to Burghley House in which he decided he would live following a successful invasion of England.

This is definitely one to investigate.