I've had two companies do that to me. Today I've sent a request for all my data, and included a note that they appear not to be complying with the legislation. I add that I will check again in a week, and will consider reporting them to the appropriate authorities.

I doubt it will have much effect, and I'm only doing this to companies I don't mind being cut off from, but it's a start, and I hope more people start to take seriously their legitimate rights.