To the original OP, have you considered digitalrev? I know it's tempting me!
You pay more than the original prize in the UK when customs get their hands on the camera.
As you point out, you need to read the small print when considering Hong Kong imports, it generally goes
"...you will be considered the sole "Importer" of the product to your country for all purposes, including customs regulations and copyright and trademark laws."
Another source that you might consider is HDEW et al. A lot of people swear by them (they are a 'grey importer') and you can even pick your camera up from their shop in Surrey. There are still the other concerns about warranties etc. that go with using unauthorized channels.
My personal feeling is that if you're willing to spend two grand plus on a camera, a few hundred for peace of mind is worth it, but as our American friends like to say YMMV
I know you said your personal feeling was don't bother, but just to toss one out there, so to speak
Procamerashop (co.uk) are grey importers and you get the warranty from them, not Canon (but you should check their duration matches the manufacturer when it is >1 year). You're thus risking whether the MK III would go wrong in warranty and if it did, would the repair cost more than the difference between UK retailer and them. There's no issues with VAT & import duty...
I've used them 3 times without issue, always with a bank transfer and it has been seamless.
Current body only price is £1,956.99 vs their D800 price of £1,867.99. Direct bank transfer saves you 3% (so £1901), but there are people who are not prepared to do that with HK companies even with UK bank a/c - l've been fine. Google them if you're interested in pursing it. Camerapricebuster lists the closest as £2347.
Personally for all the stuff I've bought and the fact that I have been buying L lenses, then it's no different to when I went to the States back in 2007, spent a considerable amount on kit (I picked up my 500mm f/4 when it was <USD 7K and the exchange rate was just shy of 2:1) - the money I save went to a combination of extended warranty and into a savings a/c. To date, the only repairs I've needed are when I have been a little clumsy
Finally, I have no affinity to them...