Henry VII was not a fun guy. According to his early-ish biographer Francis Bacon, the only thing he really found fun was work. He didn't have friends, either. If you look through English history, you'll find lots of monarchs who had favorites/boon companions/most trusted advisers. Trusting people wasn't Henry's gig, though. This is the best story Bacon tells about him:
He was a prince sad, serious, and full of thoughts and secret observations, and full of notes and memorials in his own hand, especially concerning persons. As whom to employ, whom to reward, whom to inquire of, whom to beware of, what were the dependencies, what were the factions, and the like; keeping (as it were) a journal of his thoughts. There is to this day a merry tale, that his monkey (set on as it was thought by one of his members of court) tore his principal notebook all to pieces, when by chance it lay forth. Whereat the court . . . was almost tickled with sport.
And this has been your Henry VII Moment.