I don't think you can lie because that would be fraudulent. You can definitely refuse to answer though

It's not a clearly-defined number, though.

For instance, to compare with a contractor's day rate or an American view of "total comp", a UK employee will have to take their headline salary and add the value of all benefits, paid holiday days, employer pension contribution, Employer NICs, and potentially even the additional value from being able to take certain benefits through salary sacrifice.

Very few people who're used to being on PAYE will do all of that. They'll either just state the headline salary figure or stretch it a bit to cover some (but typically not all!) of the benefits. In other words, it's usual for many people in the UK to under-state the value of their salary package even if they believe they're over-egging it.

I don't see what that has to do with my comment. Intentionally lying in the job application would be fraudulent.

In which country/jurisdiction?

I am not sure about other EU countries, but in Germany you have the right to lie in this situation since the question was very likely illegal in the first place. There are other topics which an employer is not allowed to ask about in German. For example about pregnancy or planned pregnancy. You always have the right to lie when you get one of these questions.

I've normally replied with "I'm looking for X - Y range", and if they push for my previous salary, I say "I make X all in", and include equity, benefits, etc in my number.

In the US, there's a good chance your employer voluntarily reports your salary to private groups, who then sell the data to other employers. So they will know if you're lying.