Shipping the body back to the home village is a possibility, as you can see in the related question What records might be created in England when people are re-interred?.
In his book talk The Forgotten Irish: Irish Emigrant Experiences in America, author Damian Shiels talked about Civil War Veterans being shipped home to Ireland from the United States. (Video on YouTube) During the same week, Findmypast presented a webinar where they talked about how the Irish felt strongly about being buried at home, and how bodies would be shipped long distances in order to achieve this. If your clergyman had been Irish, starting at home would be a good bet.
"Directories that list final resting places of clergymen" is exactly the sort of thing that someone might publish on a website or in a book, so I won't say not to look for such things. But I think you need to take a step back and consider -- if you or someone else were compiling such a work, where would the information come from? Those are the materials you need to investigate to find the information you want. In addition to specialty sites like Find a Grave or Deceased Online, look for:
- historical newspapers (try The British Newspaper Archive)
- compilations of obituaries, sometimes called Necrologies (ex. Necrology of Alumni of Harvard College and Yale Obituary Record)
- records of the diocese that might have correspondence relating to the shipment of the remains elsewhere
- Church of England periodicals
- Church of England publications such as yearbooks (summaries of events of the previous year)
- books of funeral sermons might provide indirect evidence that would help you narrow down the date of burial
Start with a wide search and narrow it. You might have more luck searching for (and easier access to) materials about people who went to his college than you would getting at internal Church of England correspondence. However, don't neglect libraries and archives that have collections of Church of England materials, such as Lambeth Palace Library.
Look for histories about Leicestershire's parishes, and whatever publications you find, pay special attention to the bibliographies, to see what source materials the authors used.
If you find a history that seems promising, but doesn't give you an answer, search for other books with the same subject in the catalog to get other candidates to search.
If you can find the name of someone who is a historian for that diocese, you could ask the historian for source material you might have missed.