Rob,
If you have plastic (polycarbonate) headlamps, and mask the beams with black carpet tape (or similar) - there is a chance that the tape will bond to the lens.
The legal requirement is that you must not dazzle on-coming drivers, and UK pattern headlamps with asymmetric beam pattern can easily do. European headlamps are set to a symmetric (straight-ahead) pattern - so they don't need adjusting when they travel to the UK.
1. Check to see if you have adjustment levers that let you set the beam pattern to symmetric (most likely if you have Xenon gas discharge headlamps). That's a simple job to flip a lever, and learn to say "symmetric" in the local language. Never mask Xenon headlamps
2. If you don't have the adjustment levers and you most probably have Halogen headlamp bulbs, then think about fitting a set of clear plastic headlamp guards - and have these masked. Then you can just clip them on when travelling in Europe.
3. You have headlamp level control (which probably means Halogen) so you could experiment with winding the headlamps all the way down - that will stop dazzle.
But if the police stop you - solution 2 should have you driving away without any questions being asked
Robert