Your second response only appeared while I was typing my last post. As far as I recall, HMRC seemed to be satisfied by a simple statement that the company was no longer trading.
Chris
PS: My experience of getting HMRC to know how to deal with one-man limited companies suggests that most of their staff 'haven't got a clue'. When I started the firm, I phoned HM Inland Revenue (as it then was) and clearly explained that, as a director, I would be both employer and employee for PAYE purposes. They sent me the paperwork for self-employed people. I phoned them again and, after lengthy explanation, they sent me more 'self-employed' paperwork. I then wrote a very long letter, explaining the situation, only to be sent a third set of 'self-employed' paperwork. Eventually I called at their Ipswich office, where it took me nearly an hour to convince their staff that, because I was running a limited company, I would not legally be self-employed!