That issue crossed by mind, but I think there's a fighting chance it could work out. I had in mind Oman, Bahrain, Qatar, or Kuwait. Those countries already have a long and comfortable relationship with the West and the UK in particular, stemming from colonial times. (At least a good relationship with the corporate and political elite.) Especially with the UK I think that relationship is strong enough to resist the boogeyman of terrorism and the optics of working with those regimes, which don't have particularly poor reputations in the UK or US, anyhow. The "special relationship" between the US and UK means the UK has more license to exploit those ties, even though I'd assume any outcry would be loudest from the US.
It would need to be made clear that Saudi Arabia would be kept at arms length, to mitigate (at least superficially) the threat of nuclear escalation between SA and Iran. But from a technical perspective I'd assume any proliferation risk would be minimal to nonexistent given the technology. Plus there's always the option of Rolls-Royce keeping the core know-how in-house, perhaps building most or all of the module in the UK, only fueling it in the host country.
With Brexit there will be tremendous pressure for the UK to find and develop such cooperative, bilateral projects. In any event, we all know nuclear is dying (and mostly dead) in the West. So it's either something like the above, or nothing at all.