The HSE GN just says that the test instrument should be proved to be working on a known live source or a proprietary proving unit before and after use, so there is no requirement for a proving unit, per se, but as has been highlighted sometimes one might be necessary.
If it is of any interest I have a new, boxed Megger TPT220 for sale and a used set of Martindale leads and proving unit. PM me if you are interested.