Hi Andy, I'm also in the UK. From a recent chat with my plumber - it sounds like Nest uses a 2 hour run up to get your rooms to the desired temperature.
They way my setup works is - I set a target temp (say 19 at 7am). Usually the heating starts a couple of hours beforehand to get the room to this temperature by 7am. I think it does some calculations on how much fuel/time it will need depending overnight temperature (both inside and outside).
I then drop the target temperature for most of the day (lets say 18). The heat comes on if the thermostat senses the room temperature dropping below 18. On a cold day, this may mean the radiators firing intermittently/almost continuously throughout the day. On milder days it may not fire much at all.
In the schedule I then set a warmer temperature for the end of the afternoon (back up to 19 or 19.5). I find when the sun goes down the house start getting chilly. This usually means the radiators are firing in time to keep the house warm just after sunset.
If I find I'm still feeling cold, I usually nudge the thermostat half a degree or a degree above the current room temperature shown on the thermostat. That usually keeps the radiators firing for another hour/hour and a half.
Interestingly, the Nest suggested a seasonal schedule a while back. It now also has a target temp of 17 that kicks in just before midnight. This means the house is cooling a bit while getting ready for bed and overnight. Again, I use the 'half a degree above target some evening if it all feeling a bit too chilly. Generally only have to do this if it's bloody freezing outside!
Hope this helps. I think some of it is about finding what level the target thermostat temperature has to be set at to keep all the rooms comfortably warm. Took me a while to figure out how to schedule the target temperatures though!
