The sad fact is that the British parliament could pass a law, which can then be overturned in Wales, Northern Ireland and Scotland leaving England screwed. Furthermore, MPs from those countries all get to vote in the British parliament, then their devolved equivalents can vote against it locally (except in England as there's no English parliament). This happened most recently with tuition fees but can apply to almost anything.
As a United States citizen I won't even try to summarize that. (The author is... err... somewhere in there, so I'll defer to him.)
There's tons of little loopholes all over the place. For example, the Isles of Scilly have a slightly strange legal status, and if they're not explicitly mentioned in a law, it doesn't apply to them (I was told this by someone at the council in St. Mary's but didn't ask for the specific statute).
To be honest, if a law is contentious enough for the scots to vote against it, then the devolved parliaments are just as likely push for their national reps to vote against it on the principle that it overrules them.