While I don't live in the UK, it is very possible to eat both healthfully and relatively cheaply on a gluten free diet. I, too, cannot afford to buy most gluten free products, they're very expensive here. What I am doing is just cutting those items out of my diet. I buy one loaf of g-free bread a week and the rest is rice (very, very cheap), potatoes, sweet potatoes, veggies, fruits, nuts and meat, whole foods, in other words. I've been dairy free for a few years now and I don't like the dairy substitutes so that saved money. Most of the expensive g-free products are processed junk food anyway. Nice for a treat now and then but not necessary in anyone's diet. I'm an amateur baker, as well, and one of these days when I have some spare time, I'm on a mission to learn how to bake gluten-free to where I can't (or can barely) tell the difference.
Processed foods are, for the most part, just not good for anyone. They're cheap (for the most part) and convenient but that's all they have going for them. I've learned that I can make from scratch a meal that tastes 100x better than anything I can buy in about the same amount of time that costs less. It is a process and takes patience and a lot of trial and error but it's very possible.