There were several rounds. First, a phone interview with their private agency (Rockfish), then a phone interview with someone from NDS, then a personal interview with HR and with people from my future team, and then a personal interview with the UK head, Derek Nottingham. Finally, a small HR interview after I started working to get my permission for vetting.
The team interview was in Staines. They were most interested in my past jobs, I had to tell them about the details of a 3play IPTV network that I maintained at my previous employer, and justify my decisions. There were basic technical questions about using the linux text console (grep/find/more, firewalls, how to set the IP address and nameservers of a Red Hat box, how to enable/disable/add/remove services; they were surprised to hear that there were utilities like "ntsysv" and "service" to do this).
I had to travel to Chandler's Ford for the interview with Derek, the UK head. He asked me about my education, my degree, my personal situation, my plans and then he led me through their CF offices. I guess at that point I was already in a safe situation, he just wanted to see me before he signed the papers.