Stoop, Vodafone support were clueless about the text and the penalty-free cancellation of contract - typically.
Working it out, to continue using my (and Sian's) phone as we have been will cost around £500 per year in roaming charges - about the same as one of our phone yearly contract!
Found the following on the OfCom website:
'Changes to Terms and Conditions Phone and broadband providers can change the terms of a contract so long as they provide a month's notice. However, if you believe the change will cause you material detriment, your provider should consider this and, if they agree, allow you to end the contract without penalty.'
I certainly regard £500 as 'material detriment'!
I would advise anyone affected to raise an issue with OfCom.