Well folks, the shimmy is gone!
I rebuilt all four calipers today, there were a few Pistons on the front that seemed pretty stiff, same on the rear. So all serviced with new seals, boots and Pistons. The 80 brakes like a beast now. Quite shocking the difference if I'm honest. Not sure how much of that is down to the yellow EBC pads but now I can lock up those 37's without much fuss. Before today I couldn't get anywhere near locking them up.
I also ended up servicing the knuckles, the axle seal was letting by and had subsequently washed out the grease from the DS CV so I figured while I was switching the front discs around I may as well replace the axle seals and put the new RCV axles I have in.
I also fitted the Fnb hand brake kit, another night and day difference.
I'm still a bit confused about how the brakes were causing the shimmy, despite no feedback through the pedal. I guess there was some sort of dynamic going on that I didn't and still don't understand.
Anyway, on the drive home from the workshop I couldn't for love nor money get it to do the shimmy.
Thanks for the help guys.