Fascinating thought, Favonius! There does not seem to be much on this subject, but after Domitian had required Agricola to surrender 500 men from each of his four legions for the German frontier, he was allowed to raise some auxiliary units in southern Britannia for his own purposes. It is assumed that some of these were involved in the battle of Mons Graupius in 84.

Otherwise there is epigraphic evidence at Cologne of a 'citizen of the Dumnonii' having served with the classis Germanica, and a member of the Nervian voting tribe from Gloucester on detachment from the VI Victrix acting as frumentarius in Rome.

More, anyone?