Hi,
Many people have flown ULMs across the Atlantic - well, at least a dozen!
There are a few that have flown a weightshift ULM. A French chap from Africa to South America and Eppo Neumann from Europe via Iceland.
Next that I know of was Brian Milton on the last leg of his round the world flight (he wrote a book about the trip) and then Colin Bodell (first to fly solo around the world in a microlight.
As for three-axis types, there has been a Spaniard who just got the Royal Aero Club gold medal (I think) and a few others. I am a flexwing pilot!
Write to the British Microlight Aircraft Association and they will be able to give you copies of the articles that have appeared in their magazines, I am sure.
Brian Milton, mentioned above, was the chap who later tried it to "emulate Alcokc and Brown" and managed to get the backs up of Transport Canada. He also wrote a book about that.
The main problem is the cost of a "rescue plane" to accompany you between Greenland and Iceland, if I recall correctly.
Very best wishes,
Colin