Not in Wales (although the UK government has floated the idea of a pledge of allegiance a couple of times). What they did do was make everyone recite the Lord's Prayer. No-one was exempt, not the handful of Muslims, not the sizable portions of atheists, and not me with whatever made up religion I'd claimed I was in this week (I was deep in new atheism and would probably've become a misogynist if I hadn't grown up to be a woman).