I have recently discovered that I had wired the transformer wrongly. The centre tap wire grey/violet are to be twisted or connected together. As this is going to remain in the UK should I shorten these wires and crimp them together. Or solder then slip a heat shrink over it. What's best practice.

 

I would solder and cover with heat shrink. Other options would be to twist on a wire nut or use a crimp connector. I would not shorten the cables.

 

I have discovered over the years that plans can change eventually. So I would solder and insulate those wires, without shortening them. Good transformers often outlive the original projects by many years.