In Blighty,
The dilemna for instructors doing confined area training (rather than practice) is that you are likely to bust the 500 ft rule if you do not land, but you are only permitted to land at licensed airfields during training. An airfiled is generally not very confined, of course!
The proposed changes to Rule 5 (see recent thread) could make it even more difficult - if the 500 ft becomes a height rather than a separation distance.
Very occasionally, the CAA will issue an exemption for a particular site. However, since it involves someone in the CAA being responsible for something these are very hard to obtain.