The easiest thing is to make them a region. The modded worlddefault file that's in this channel already has one in there, but assuming you didn't want to use that, you'd just need to edit the world_default.xml file to make the region. You'd have to change the region id based on how many you have though so it'd show up and make sure the nation id's also correspond in your stock file, but..this is the code.
Code:
<REGION id="74" sort_order="1130" name="EUROPE: United Kingdom">
<REGION_NATIONS>
<REGION_NATION id="61" />
<REGION_NATION id="140" />
<REGION_NATION id="164" />
<REGION_NATION id="212" />
<REGION_NATION id="245" />
<REGION_NATION id="246" />
<REGION_NATION id="247" />
</REGION_NATIONS>
</REGION>