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I caused much drama when going back to Oz via Bangkok, having entered the country on my UK and trying to leave on my Aussie :)
Renewing UK passports with dual is a cunt, because the scum UK want both. So if you travel a lot, like moi, you're basically forced to use their double price fast service just so some prick in an office can photocopy your other passport. They won't accept "user provided" photocopies, the wankers.
On the subject of Dual Nationality [not] being allowed, I have it on good authority that there’s no way of checking what other nationality you have. Just make sure you don’t use the second passport when entering the country which prohibits it.