> There's a constant requirement for paperwork to prove who I am - always in the form of items that are 100% digital nowadays in the Nordic countries (like a "utility bill" or a "credit card statement" - on paper, posted by snail-mail to my home address!)

These are always digital in the UK too. When I did my mortgage application I had to go to my bank, ask them to print me out a statement and then stamp it to 'verify' that it was real.

I'm in the process of renewing my mortgage. Both my and my wife's banks allow you to export the most recent statement as a PDF, which we passed to the broker and have had no complaint. Same thing with the initial mortgage five years ago.