They don't have to go in a nominee account, they can be lodged in a personal CREST account, meaning they are in your name not the broker's. Still not as good as holding the certs yourself because the broker could sell your shares without your knowledge, but certainly better then a nominee account.
So you need to find a broker that will do personal CREST accounts, most do. On the regular broker side of things I know Campbell O'Connor & Co do as I buy ETFs form them and have them lodged in my CREST account (which costs €50 per annum). For an online broker you can use Sharewatch who will also lodge ETFs to a personal CREST account, just be careful which account you open with them because there are a few different types with different charge implications.