Yes, thousands of times and I've intercepted many aircraft too.
The main thing is, don't fly a prfile that will make the operations controller look twice at your track. Bumbling around UK airspace won't cause alarm bells to ring. Fly out into the North Sea at low level and pop up without a squawk and you may find you attract attention.
If intercepted, do as you're told (interception procedures are posted). Nowadays things are more tense than they used to be. If you're in the wrong, make sure you have your cheque book handy if you strayed into restricted airspace. QRA fighters don't come cheap.
BTW, the F16 had his UC down for stability. In an F4 everything had to be dangling to give even a fighting chance of a slow flypast on a single prop light aircraft; gear flaps and a serious weave would nearly do it!.