It was the first time Davis had appeared at a public event since announcing on 11 August that she has stage four breast cancer.
She said in that announcement that it had “metastasised” to her bones following a diagnosis a year-and-half-ago, meaning it was “too late” for chemotherapy.
Davis signed autographs and posed for photographs before appearing on Saturday’s panel.
Some fans posing questions told the actress “I love you so much”, but she was not asked directly about her health.
The Shaun of the Dead director, Edgar Wright, and Simon Pegg, who played the film’s lead role were also on the panel. Davis played Dianne, an aspiring actress who was one of the core group of survivors of the zombie apocalypse, in the cult British movie and helps Pegg’s character Shaun fight off the legions of the undead.
Her favourite memories of filming, she said, were “when we all pretended to be zombies and walked across the square; it was like being naughty schoolkids.
“It was a fun time, we went a bit mad.”
The actress, who played receptionist Dawn Tinsley in the sitcom The Office and whose father is comedian Jasper Carrott, was also applauded when asked for advice about getting into the film industry.
She said: “We all grow up with a different life with a different world telling us we all have limitations.
“None of us do, our only limitations are things that we think are limiting. We can do anything, or be anybody, and don’t apologise for that.”
David had thanked fans for their “kindness and support” in another post two days after revealing she had cancer.
“OK, so the last two days have been utterly overwhelming, in that I had zero idea my cancer post would have the attention it did,” she said.
“Truly, I am in shock. That said, thank you to everyone for the tremendous amount of kindness and support you have sent me. Good grief it was emotional.”