The publication reports that residents nearby have also been told to avoid stroking the royal couple's dogs.
One local said: “It’s extraordinary. We’ve never heard anything like it. Everyone who lives on the estate works for the royals and knows how to behave respectfully.
“We aren’t told how to behave around the Queen like this. She’s very happy for people to greet her.”
The Palace said major work was needed to turn the house - which is in the grounds of Windsor Castle - from five separate cottages into a single home for Harry and Meghan, and their newborn.
Buckingham Palace said Frogmore Cottage was in very poor shape and needed ceilings and floors replacing, extensive rewiring, and the installation of gas and water mains - but there's no mention of a yoga studio.
VIDEO: WATCH MEGHAN ATTEND THE POLO WITH BABY ARCHIE