He did not.
I was always under the impression that this was the bayonet used by my grandfather, who was in the 8th army in North Africa during the Second World War. It seems I was mistaken. This isn't a British bayonet, it's a German bayonet. What's more, it's a First World War bayonet. The W14 mark on it shows it was manufactured in 1914, when my grandad would have been 3. He did have three older brothers who fought in the First World War (the eldest of whom was killed doing so), so I suppose he could have got it from them.
It's a first-pattern S98/05 "butcher's blade", which is actually an uncommon piece. After they'd been in service for about a year, it was found that the half-ring in front stopped it from fitting one of the rifles the German infantry used, so the half-ring was filed flat. A flash guard was also added to the back of the hilt to protect the wooden grips (not that I know what a flash guard looks like). You can read more about it at https://www.bygoneblades.com/buy-german-ww1-first-pattern-s9805-butchers-blade-bayonet-cghaenel-suhl-1914, if the fancy takes you.
I'm now left with the question of what to do with it. Fortunately, with Colchester being a military town, there are some national-level militaria dealers here, so I'll see what they have to say. Bayonets of this era regularly sell for around £150, and if this is a rare one it should be worth more. I won't get that much from a dealer, of course, but as I don't have a First World War German rifle to attach it to, it's useless to me.