just a few points here. i don't currently have a birth certificate so it will cost me £14 to get one, that's one reason why i think it is daft to provide it again cause it's going to cost me.
I guess the challenge here is that if you explain to them that you don't currently have one when you had one before it may raise concerns? Ultimately, though, there's logically no difference between you giving them the two documents one at the beginning of an interview and one at the end and you giving them one document 4 weeks ago at the interview and 1 document today. However, as I said, if they say that's what you have to do to comply with their policies then you have a choice: comply with their wishes or accept the consequences for employment.
secondly I think there's a bit of a difference in an annual appraisal and this situation. your company is assessing the standard of your work or your development, not your right to work for them or weather you have a right to work in the UK. to be honest I think its a little bit of the this political correctness gone mad again the only reason there asking me is cause they cant just ask people who look or sound foreign.
The point I was trying to highlight was that this isn't a legal issue: it's a policy issue. I work in local government and I had to provide a birth certificate, passport and copies of my degree and A level certificates. There wasn't a legal requirement: it was a policy in place. The motivations may well be to ensure that they aren't seen to discriminate by demanding proof of entitlement to work in the UK from everyone and I may think that's 'political correcness gone mad' but either I think it's political correctness worth paying to get the job or I don't.