If you are flying under an ATC clearance (e.g. transiting controlled airspace), you would need to request the change, although if it came to stick and lift - e.g. you were about to fly into IMC and are not instrument or IMC rated (or just don't feel prepared to do it),
I don't think I've ever seen such a simple question turned into such a mish mash of confusion!
If it's phraseology we're talking, and even if it's inside CAS at the time (unlikely, but possible on a zone transit):
Ian - Approach, G-ABCD
is diverting back to (name of departure airfield) due to unsuitable weather.
Approach (or Zone/Info/Control/Uncle Tom Cobbley and all) - G-ABCD, Roger (plus any routeing instructions they might require if inside CAS).
You've given him a pretty good clue in your transmission what you can and cannot do. Believe me - we pick up on such things
Couldn't be simpler
