The way I handled my heavy clay situation was to do lasagna gardening and it worked very well as you can see by my garden photos.

As much organic material as you can get hold of - composted animal manures, good garden compost, leafmould, spent mushroom compost, composted bark, anything like that, as well as the grit you suggested. In practice, though, you'd need to keep doing it as often as possible, because it only makes an appreciable difference over time (years rather than months). Otherwise, garden differently - don't dig at all, other than to remove any weeds which arise, always apply a couple of inches of organic mulch (using the materials mentioned above) to the top of the soil every spring; do it again in autumn if what you put down in spring has disappeared by then. It will all get taken into the soil over time, and not digging will maintain soil structure.

If you're wanting to grow veg, best to create raised beds. More info here
https://www.rhs.org.uk/advice/profile?PID=620

Totally agree with Bamboo on this.

Don't add gypsum or sand or you'll end up with concrete.

Thanks very much, we are going down the compost route twice a year whilst we can, hopefully it will gradually improve the soil. 125L bags from B & Q seem to be the best bet, bulk delivery is very costly over £100 for not a lot of compost.

I can suggest you start your own compost heap. You can build one cheaply from wooden pallets. Add to it green & brown waste - wood chips, fallen leaves, grass clippings, shrub clippings, fruit & vegetable waste from the kitchen. Let the worms go at it and break it down. Then add to your garden to improve soil structure.

When anyone mentions B & Q compost, my alarm bells ring, because that usually means multi purpose potting compost. What you need is soil conditioning compost, or composted animal manure, and not multi purpose potting compost. Just sayin....