I believe it is mandatory to carry a copy of Interception procedures relating to the national airspace in which one flies. The CAA Safety Sense leaflet you mentioned if it contains interception procedures then I imagine satisfies this requirement - however, it is the content of the safety sense leaflet that is the legal bit not the safety sense leaflet itself.
As far as interception procedures go it is fairly straightforward (
AFAIK), an escort aircraft (Mil jet) will fly along side he will 'waggle' his wings to indicate you have been intercepted and you 'waggle' back to acknowledge. If a frequency can be communicated to you (via ATC for example) you are required to change over and follow instructions, if no RT contact the escort aircraft will signal you; "waggle wings = follow me", "Low approach = Land here", its a matter of refering to your interception guide which of course you are carrying
At least thats my understanding of the whole affair anyway. Not something I have given much thought to though and I must admit I'm not sure if I carry interception procedures, it may be in the back of some book in the flight bag. I don't worry as I am normally with ATC when flying recieving at least a basic service and squawking something or other so I hope they'd give me a bell on the radio first.
Interesting topic!
Ryan