Say B.R.
I'm surprised it's tough to find...it's in most supermarkets in the US. Save the cereal B.R., we'll try to help. The most popular brand here is Cut Rite brand wax paper by Reynolds. (There are others and store brands. But for Cut Rite, maybe it goes under a different trade name in UK, so check Reynolds in a PC search engine.
If you have trouble, you can order on line, and they will ship I'm told. The site is My Brands. Go to
www.mybrands.com and in their search at top, put in cut rite wax paper. The Cut Rite wax paper is pretty good, and likely less cloudy than the stuff cereal is packed in, so try and get a roll or two. It will last a long time
Wax paper is not as common nowadays as yesteryear. Many other wraps have taken its place, but its still around in ample supply here. Let us know you make it there across the pond. Best of luck.