Well I read the manual and wasn't much the wiser until I talked to another Galep-4 user who pointed me in the right direction to burn the EEPROM as well as the flash.
First of all I didn't have the fuse setting quite right. It should have been like this:

The next thing was to include the EEPROM image into the storage buffer for the programmer.
The Flash image was loaded at location zero in the programming software's buffer, and the ATMega328P flash extends to 0x7fff.
So switched to the File/Buffer Options screen and set the buffer start address to the start address of EEPROM which is 0x8000

And then pressed "Load" to load the EEP file. This populated the back end of the buffer (starting at location 0x8000) as you can see:

I then had to switch to the Action Options settings dialogue and make sure the EEPROM check box was selected to ensure the programmer would burn the EEPROM image as well as the Flash:

I could then programme the device and it worked fine:

Cheers
David