"Accountants and lawyers run afoul of this issue sometimes when they refuse to return original documents because their former client has not paid them".
Just to clarify, an Auditor (Accountant) will not return documents or sign off a statutory audit if the client has failed to pay. In short, the documents or sign off is held back as security to ensure payment of the debt. To use a fancy bit of French, the items are held 'in lien'.
Reading this through, unless Flyingspanner has somesort of debt to the employer (I'm thinking e.g. company tools in the back of the motor that need to be returned), the employer has no right to withhold the return of the certificates.
To resolve this matter, I would advise you telephone call to the Managing Director or CEO of the company you contracted asking for your documents to be returned. I would try and be polite about it rather than rant down the phone and emphasise you wish to avoid going down the legal route or contacting the CAA. I suspect the issue is that a dozy HR Assistant thinks they should retain the original certificates rather than photocopy them and hold the copies on file. Needless to say, they ought to have returned the originals to you on joining.
For future reference, scan your certificates, pdf them and email to the firm in question. That way you retain possession. If they want to see the originals, flash them when you meet the firm say at interview but whatever you do, don't let go of them! Let me know how you get on.