Even if they accepted SEPA, they would probably implement a system similar to bitstamp which screws you on a bad forex conversion rate.
The cheapest way to transfer amounts under 25K euro is just to buy it on Kraken and then transfer it to your USD exchange of choice.
This gets even more painful from the UK - my choices to move cash to 'finex are an expensive international wire and a crappy GBP/USD exchange rate, or a somewhat less expensive SEPA transfer and a crappy GBP/EUR rate, followed by a crappy EUR/USD rate, and a trading fee each way going in/out of bitcoin plus any losses to slippage or price movements.
First decent exchange with "Faster Payments" support gets my business forever...
As a fellow Brit I use Netagio, they are an exchange based in the UK, and their main business is converting GBP to BTC (or gold bars!).
Their order book is a bit empty and you will need to validate your address / bank account. But they do make getting BTC a lot easier if you have British bank account.