As posted above the exemptions for military pilots are on a national basis so 22 Group rules only apply to UK licence issue. If you wanted both UK and EASA you would need to do full approved courses for each element ideally at an ATO that carries both UK and EASA approvals (and most UK ATOs now do) gaining two regulatory ticks for each element. Similarly flight tests can be conducted by one examiner with two authorisations - one test two ticks. You would need 2 x Class 1 medical, but there are UK organisations that can do that for a few hundred pounds extra, you would need to take the ATPL exams twice (an extra grand or so in test fees) and make sure that your IR was conducted in the correct airspace, which depends on the location of your IR ATO. Although this may seem onerous it is approaching the normal path now for ab-initio UK applicants because Ryanair seem to be v keen to hire pilots with a right to live and work in the UK, but with EASA licences. For UK military pilots it also means you need to do full approved courses which adds to the expense and pretty much ties you to UK-based ATOs, at least at the moment, hence VAT is charged on training and it is more expensive. Paradoxically, gaining the two licences in parallel at the start seems to be much easier and cheaper than gaining a UK licence first then doing most everything again for a UK to EASA licence. The exception might be if you hold a full UK ATPL with more than 500 hours on multi-crew, all current, with a current type rating on a civil type, in which case as gypsymagpie says your conversion may involve only a new Class 1, a set of ATPL exams and an ATPL flight test incorporated into an EASA type rating. If you didn't have the full UK ATPL, the recognised multi hours and a type rating on an EASA type you might find this route closed to you.