Welcome to the forum, you will find that there is quite a bit of info here about a JAA license conversion (search function), but read below to get yourself started and get a couple questions answered.
You can take your written exams in Europe, or the UK CAA also has some examination centres outside of Europe
http://www.caainternational.com/site...p?category=305
However, if you only have a CPL and not an ATPL, then in order to take the exams, you MUST complete a ground course, either in-residence or by distance learning. Since you work, distance learning would probably be your preferred option, however, distance learning will require you to sit a portion IN-RESIDENCE. Bristol Groundschool has two 2-week sessions, for a total of 4 weeks of in-residence ground school. CATS has three 1-week sessions, so 3 weeks of in-residence ground school.
The only way around this is in Switzerland, where they donīt require a ground school to be completed in order to take the exams (this may have changed since I last checked, which was quite some time ago), but this will change under EASA anyway.
Anyhow, I recommend Bristol Groundschool 100%. I canīt speak of the others since I have not seen the study materials of the other schools.
You will also need a class 1 medical completed, pass the CPL flight test (no minimum training hours required, but you will probably need 5-10, maybe more depending on ability, just to get yourself ready for the exam), you will need a minimum of 15hours of instrument training completed IN Europe (10 can be done on a simulator) plus pass the IR flight test, and then obviously the MCC course. You will also need a Radiotelephony test completed if you plan on doing this in the UK (a common place to get this done).
When I did my CPL conversion to the JAA system, I spent 6 weeks in the UK for the theory brushup courses plus exams, 2 weeks to convert the CPL license, 1 day in the UK for the medical at Gatwick, 2 weeks in Spain to convert the IR (thankfully I was really proficient in instrument flying so this made it easy and quick and done in the minimum time, I could have done this in the UK for a little bit more money but it would have also taken me closer to a month since the flying school where I did my CPL conversion was quite busy), and 9 days in Germany to do the MCC (plenty of 8-14 day courses around Europe). In the end, including transportation costs and lodging, I spent close to 15000 to do the conversion, maybe slightly more.
The big issue you need to keep in mind, is that if you want to do your medical, exams, and CPL flight test in different countries, you are going to need to make sure that the country that issues your CPL will accept your medical and theory exams from a different JAA country (the UK seems pretty good at this now). But where you get your initial license issued will be the country responsible for your license, but once it is issued, you can add ratings such as single engine or multi engine, instrument rating, MCC (not really a rating), type ratings, etc. in other JAA countries.
Lots of guys on here have been through the process, and anyone can tell you that it is a long, painful, and expensive process. If you want advice on specific schools and what I spent where, feel free to PM me. When I went through the process, I was looking to keep costs down to a minimum, but made a couple blunders that cost me extra.