This project is supposed to add 30% to UK gas storage capacity:
http://www.gatewaystorage.co.uk/

Meanwhile, this article points to the root of the problem. If the UK hadn't been in such a hurry to sell off its new-found O&G during the Thatcher years, etc, they'd probably still have secure supplies from their own gas-fields.
http://www.platts.com/RSSFeedDetaile...ed/Oil/8187240

It has been argued that the UK economy was in such a shambles that they had little choice, but one would think that a more sustainable, long-term approach might have been developed.

Bad enough to sell off a finite resource within a few decades. To realize that one's nation has done so at rock-bottom prices (at least through the 80s and 90s) must be downright painful (literally painful to those who can't afford heat, of which the UK seems to have a great number).