I looked into it a while back, and the conversion from AS to JAA licence is a bit of a pain. Have a look at the British Helicopter Advisory Board website, they have a very good description of the process for conversion of licences. That said, if I was in your position then I'd probably go to AS or NZ (can give you some good contacts/flight schools/instructors if you want) and do the CPL there, then convert it back in the UK.