You can claim tax back, so I understand, if it is "vocational" training and done entirely within the UK. Get hold of an IR self-assessment form, it's reasonably clear for a government form.
Alternatively, if you are fully or partly self employed in an aviation line I, and several others I know, have successfully put pilot training as a legitimate business expense, which comes to pretty much the same thing. (Having said that, I earn my living in GA and also tend to fly to meetings, etc. so I would have little trouble justifying it to the taxman if he ever started looking more deeply at my affairs, I suspect that this isn't true for everybody).
G