I was told (by the CAA) that in order to convert my NZ instructors rating to a UK/JAR-FCL one, I had to "undergo a course of training, the content and length of which is at the discretion of the instructor".
Similarly, some folk with significant commerical experience (ie thousands of jet hours) have been granted exam exemptions in the UK.
Even if you can't convert the licences, the flying there is cheap and the weather a lot more reliable- ideal place to build hours.