I not, personally, a great fan of LED or HID headlamps... as others have said they do seem to cause severe dazzle... and I include those fitted as standard by some manufacturers. On the other hand, I think the "it must be ce-approved and so marked" dogma is unnecessary in most situations.
Be that as it may, though, it's my understanding that, from May (20th?) this year, when the new MOT regs come into force, headlights must be as original.... so retrofitted LEDs or HID burners in place of the original Halogen (or for those old enough to remember) tungsten bulbs will be an automatic major fault - in effect a failure - and the vehicle cannot be used on the road until rectified (on pain of death a large fine)