I'm in the prosses of changing my Swedish licence (2000 punds for 5 years) to a uk one (210 punds for 10 years). All you need is the form srg/1136 (if I remember corectly) and then a payment form send it all in and if you'r lucky you might have your own uk licence in 3 weeks. If you have any questions ring the CAA on 00442073797311, they are very helpfull unlike the Scandinavians.
Good luck
Happyflex