At the variety of press conferences she talked about how she likes playing difficult women, "...or at least the ones that are difficult to understand — I do like translating them" as evidenced by her role in The Iron Lady.
She also went on to say that even though Margaret Thatcher wouldn't admit to being a feminist, she believes she is a feminist because she opened up doors for women. Here's what she said:
"She would have been kicking and screaming the entire way to the feminist altar, but she was a feminist, whether she likes it or not."
Personally, I believe people may do things and activities that come off as feminist (like being the first female Prime Minister in Great Britain) because they do further women, but that does not make them are feminists. I believe that being a feminist is a pro-active stance. Here's a definition of feminism that I found on the internet: "the doctrine advocating social, political, and all other rights of women equal to those of men."
While Margaret Thatcher was clearly a female leader and might have been reluctantly pro-choice -- and not pro-choice because she believes in women's rights to reproductive freedom, but rather pro-choice because she believes in minimal government intervention into people's private lives -- I'm not buying the feminist argument about her just like I don't buy the argument that Sarah Palin is a feminist because she benefited from Title 9.
Berlin 2012: Oscar Nominee Meryl Streep Says Margaret Thatcher Was a Feminist (Hollywood Reporter)