If you are going to train in the US do FAA ratings and then convert back to JAA in the UK or some other European country.
Most Schools in the US offering JAA approved training will charge a premium for the JAA training compared to the equivalent FAA ratings.
Yes there are schools offering this 35 hours of the IR training in the US, with the last 15 hours completed in the UK. Quite often the US portion of this JAA course will cost more than an FAA ME/IR.
Besides it is quite useful to hold both FAA and JAA ratings due to the fact it is possible to get work on N registered aircraft based in the UK.