The only procedures I am aware of are the ones in the civil (UK) AIP. These have standard statements as to xpndr codes, monitor 121.5, inform ATC, If intercepting acft turns on landing light, makes sharp turn away from the acft.
Otherwise I haven't received any company procedures/guidlines whilst flying in Europe. But I can imagine there are more rules from the "fighter"side as you might be joining up in formation in IMC in the winter.