All I can think of is Chafing Dishes. Unfortunately, although they work great for keeping dishes warm, they aren't really meant to cook food in the first place.
When I googled Wind Burners this is all I came up with from Cabela's (an Outdoor's Supply Store). At almost $200 Cdn I doubt this is going to happen! Even should you find one in the UK.
Windburner Personal Stove System
Sorry, wish I could have been more helpful. Protection from wind is almost going to need a complete 3 sided shield for the works!