I can help you out a bit here with info on Sagepay.
I've got my own pilot supplies online shop and also use sagepay. Now I can go back to December (possibly further but my store has been live since November 2013) and for each authorised transaction I can expand it and there's a little refund button which, when pressed, will refund the customer.
Unsure what Nick is doing, but he doesn't appear to be pressing it!
