In most cases you could probably just tell them to screw off - unless you're registering a local business entity and accepting payments or selling ads, the worst they could do is try to add your domain to the great firewall of Britain since they have no jurisdiction over a server in another country (AFAIK).
One of my sites just says "GDPR compliance: lol" (even though I'm technically in compliance with the GDPR since I don't collect any data). As long as you and your servers aren't in reach of the UK or whatever other region is trying to enforce laws I think it's safe from any needs for compliance.