Why would you not be allowed to request i.e an ILS training when VMC and not conflicting with other traffic? Is that something special british?
From time to time I do request simulated ILS or simulated approaches for getting used to the way a GNS430 works and to make my mind up whether to long for IR or not. Sometimes I don't get a clearance, because there is something outside my view conflicting, but most of the time controllers don't have a problem with a VFR flight on their ILS.