The first ones I found are from Atlantic Blanket, made from lambswool in Yorkshire. I love the pink and white gingham baby blanket (£25), the pink reversible spot baby blanket (£40 made in Ireland) and the pink and white checked baby blanket (£22).
Please note that not all their blankets are made in the UK but they do state on all their product pages the origin of the blanket which is very helpful.
Then I found Smitten who knit lovely baby blankets made in the UK from a blend of 80% eco-friendly bamboo yarn and 20% wool. I love the Luella and Ruby baby blankets (£66).
They also offer a bespoke service where you can personalise a blanket starting from £70.
Tuppence & Crumble sell these beautiful lambswool baby blankets, knitted in Scotland and finished with blanket stitch edging. I love their pink Breton Stripe baby blanket (£37.50) and Fairisle baby buggy blanket (£49.50).