I would start by getting a copy of the relevant UK engineering safety standards that cover galvanic isolation between mains systems and low voltage systems. It's all pretty similar, whether it's UL standards or Australian standards or whatever, but you should check exactly what you're required to have. For example, standard IEC60950-1 as it applies to AC-DC power supplies found in information technology (IT) and industrial equipment requires products to pass an input-to-output isolation test of 3 kV AC.
A typical mains SMPS or other system has a "hot side" and a "cold side", and only certain components that span across the gap between them, such as transformers, optocouplers, maybe a Y-class HV capacitor, or maybe a relay. Typically, those components are manufactured to meet certain standards in terms of their high-voltage isolation between one isolated "side" and the other, and you check this in the datasheet or from the component manufacturer.
As well as checking the high-voltage isolation of those individual components, you should also look at the wiring that is used within your device enclosure, things like connectors, heatsinks and terminals that are used, to ensure that a sufficient isolated "firewall" is maintained between the high voltage side and the low voltage side. Then there's the PCB layout - there should be a sufficient creepage gap with no copper tracks or pour, which passes under the transformer, optocoupler etc and clearly defines the border between the HV and LV sides. If you look at an old PCB from a mains system that has a SMPS from a consumer product or something, you should clearly see this.
Buying a Wun Hung Lo eBay relay board probably isn't that helpful. Do they provide a datasheet for it, or test data showing conformity with UL (or whatever) standards?
Note that they're using relays plus optocouplers too. That shouldn't be needed, you should only need a relay - IF the relay has a sufficient isolation rating.
Usually, even without the relay datasheet, you can tell from quick inspection - a well isolated relay has the coil pins all well away from the contact pins, at the other side of the relay, and if it is one of the ones with one of the contact pins right next to the coil pins, then it is not well isolated. You can see in the photo that these relays are in that category, not well isolated.
People often use the relay-plus-optocoupler approach because they're using cheap relays that won't pass relevant HV isolation tests - but for this to work, the optocoupler has to have an appropriate isolation rating, there has to be a creepage gap under the optocoupler (which you don't have on those boards, you can see that there are other SMD components around the optocouplers which are "across" the optocoupler where there should be a gap with no copper and no components).
If you want to use a relay plus use an optocoupler as well, then you need a second power supply which is HV isolated, in order to provide power to the relay coils in the "hot" part of the circuit after the optocoupler. If power to the relay coils is just connected to the input terminals on the "cold" side of the board with the control logic signals, then the optocouplers are completely pointless because their isolation is bypassed! So the cowboy who has tried to be "cheap" by using a cheap relay suddenly doesn't look so clever. That looks like exactly what they've done on that eBay board.
Better to spend a little more money on a decent relay with good isolation, and then you can just directly drive 5V (or 12V or whatever voltage, with appropriate current - probably need a small transistor) into the relay coils with safety and confidence that it's isolated.