Whilst I had a bit more control over my holiday leave entitlement, I often used to end up with a short time to take quite a bit of leave, but somehow I got it done.
These days, my work.life balance is significantly different so I not longer have a juggling act to maintain.
I'm curious as to why being away from work has such disruptive impacts on your control and wellbeing. By nature, I am an early bird, so am up with the larks, wherever I am in the world. OK, if that's in a differing time zone, it might seem a bit odd for a few days, but in UK, if we're away on a break or staying with friends, I'll still be up and pottering at 05:30-06:00. I just put the kettle on, as I would at home, and read the papers online; again as I would at home.
Surely when you are on holiday you have at least as much control over when you get up, go to bed, eat and drink - including what you might eat and drink?
I worked for a large part of my later working life in a similarly regulated environment as you do - although my role was not covered by an FS regulation, so I do appreciate both sides of the coin, but if them's the rules, it feels to me like you either comply with them or face the potential backlash at some stage.
My knee-jerk reaction would be if there is ever an audit on your activity, if you have been wilfully and serially non-compliant, you could expect the audit to be significantly more onerous than usual.
For the avoidance of doubt; I am not casting aspersion on your activities or integrity, just thinking through how Risk Management/Compliance/Internal Audit, or indeed (although unlikely) the FSA might react. Past business reviews are a nightmare on all ends of many sticks.