actually, i would say, it depends what you intend to do with them.
if all you want to do is keep it as a pet, then leave them be. however, if there is a pet market for slow worms in wales(im not sure, but i havent heard of many people breeding them) then i think it would be good if they are not protected that you collect a pair and then sell them. i am not sure whether many people want slow worms as pets, however, it is far better to have a breeder, coz that stops other taking wild animals, where maybe they are not as prolific as in your area.