The OAA integrated course didn't have a PPL skills test as such (I started the course with zero hours). We did the in-house "PT1" flight test which was essentially the PPL test out in the states.
But isn't the entry requirement for a CPL an ICAO PPL? In other words, you have to submit some form of PPL (even if it's an FAA PPL or one issued by Burkina Faso) before you can obtain the JAA CPL? Or is that requirement lifted on an integrated course?
Also, how did you do your hour building towards the 250 (?) required for CPL? Or was all of that spent on the ME and IR? Or did you get a signoff from an instructor every time you went, and did you fly solo?
Even an FAA PPL with a SEP class rating (assuming it's current in every respect: BFR, medical, landings) would be good for Day VFR flying in a SEP in the UK. But if you never did a *formal* (FAA or JAA) flight test in a SEP, then you indeed need to do a SEP class rating exam. And since it's a class rating that you want to add to a CPL with IR, I think you can expect that the SEP class rating needs to be flown to CPL/IR standards.
To be honest, it might actually be cheaper to rent a MEP and fly around in that with your friends, instead of going through all the hoops of getting the SEP class rating.