Get the QFE off them to keep yourself legal
A MATZ has no legal status for civil aircraft. Whilst it is clearly good airmanship to contact the controlling ATC unit and to obtain/fly on the same setting as military aircraft using the same airspace, there is no legal requirement to do so. "In the airspace outside the Aerodrome Traffic Zone (ATZ), observation of MATZ procedures is not compulsory for civil pilots." [AIP ENR 2-2].
For this reason, and notwithstanding CAP 413, I will never 'request' a MATZ penetration. I will call the relevant ATC unit, obtain the QFE and 'inform' them of my intentions - these may, of course, change depending on any traffic information that they might provide.