Yes, I am in the UK. I don't think the sites are, but they're allowed to operate here and Kraken in particular clearly follows UK laws on Know Your Customer, protecting investors, etc.
The site I used for changing the Bitcoin into Monero was called ChangeNow, but there are others.
(I believe it's within the site rules to say this as it isn't about sourcing materials used for suicide, it's just an everyday service like a bureau de change or a bank)
I did have warning messages pop up saying that the fees would be quite a large proportion of the transaction, but that wasn't an issue for me; I had/have more than enough money and wasn't concerned about being "efficient". But for someone who has limited funds, or isn't sure if they're going to die, or for whatever reason is more concerned about this than I am, that might be a consideration.
To be honest I'm surprised Monero isn't more widely exchanged. I guess the decentralised nature might pose technical problems, but in general it seems a more appealing cryptocurrency than the established players.