Hi,
You can deposit a UK cheque, i've done it many times. If it's over 10,000 Euros your bank will have a form for you to fill out justifying where the money comes from. Also, it takes about 6 week (8 weeks if you're with the Poste bank) and make sure you check with your bankers the fees because you want to make sure that they are not going to be more then the cheque itself!
Good Luck,
Jenn Mon Ami Andy