I think the missed for SHM for example is clear, for 02 climb on heading 013 to 1,500 then left turn and back to the beacon or as directed. Hopefully by the time you get back to the beacon ATC will ask your intentions! Dont forget many of the airports with these approaches in the UK have no radar so obvioulsy you are not going to get vectors. More worringly a number also rely on NDBs for the missed so you can have all the juicy GPS kit in the world but you are not legal when you fly the missed without the oldest bit of kit in the world.
PS Dont delay the climb Truleigh Hill is best avoided.