CIPWM:
You could always do an ILS to break at Glasgow and then continue VFR, we get them all the time for a/c just wanting to have a look around or for a/c inbound IFR to EGPG
So it looks like this policy is specific to BAA management at Edinburgh. Bad experience with the Kirknewton residents perhaps? Seems a shame to tar everyone else.
If you don't want to encourage them Tim you could turn right off Talla, descend IFR to pick up a radial off SAB, and then descend further over East Lothian then go VFR into the EDI zone.
Such a shame that airport management who have acres of car parks and shopping malls to provide them with the readies to enrich their shareholders apparently can't stop themselves creating yet another wheeze to raise the odd 50 quid every other week from aviators.