It adresses another question but you may find this thread useful:
To summarize /u/intangible-tangerine's answer:
Jews were expelled and banned from England by Edward I in 1290 and were not formally allowed back until the reign of Charles II. However in the late 14th century communities of "conversos," Jews who converted to Christianity but some of how practiced Judaism in secret, were allowed to settle in England.
There were no Jewish people living openly in England during the reign of Henry VIII.
King Edward I expelled the Jews from England in 1290. Jews were allowed back into England by Oliver Cromwell. Their legal status remained ambiguous for some time after that.
So, unless there were some small number of Jews concealing their religion, there were no Jews living in England (or Wales, which was part of the English crown), during the time of Henry VIII.
I don't know what the status of Jews was in Scotland at the time, or whether there were any Jews living in that part of Britain.