Hi Eagle Jet
I have just fininshed training in South Africa which is an ICAO licence so I presume the rules are the same so will tell you what I was told by the CAA. First of all, the atp exams have to be written by distance or full time ground school. Bristol being the best for distance and if you want full time and can afford it Ive heard oxford is excellent. For the CPL, Im not too sure as I was told that you do the hours until your instructor says you are ready to test. Oxford can convert an ICAO multi Ir into a JAA Multi Ir for just over 3 000 pounds (check out their website) but you can be sure that extras will be added into this. Remember that the ICAO MULTI IR is only 40hrs whereas the JAA is 55hrs. It was also suggested to me that a lot of pilots struggle with the radio over there so I would suggest you get some radio tapes as they will definately help.
Hope this helps
BL