You can go over to ATC Live and listen to what is said when this happens in the U.S. On 2/2/14, a light aircraft entered a TFR set up to cover the POTUS. The following excerpt answers your question as far as the US is concerned.
Pluto 34 (on 121.5): "United States Air Force armed air defense fighter, you are in a restricted airspace, instructed to turn turn left immediately, if you do not follow these instructions, you may be fired upon."
I assume roughly the same occurs in the UK, although I don't know if it is legal to record and/or distribute such transmissions in the UK and/or EU (state secrets, privacy, etc.).