I suppose the question is why would you want to do that now? As a non-UK EASA licence holder you are permitted to fly G reg aircraft in UK for up to two years before you need to hold a UK CAA licence.
Once you have been issued with the UK licence (a third country licence) you would be able to retain both. Just as you can hold any number of other licences (apart from another EASA member state).
I imagine that you would be required to have a UK AME medical examination although the UK seem to have relinquished everything else in terms of licensing so perhaps not.