That's something that impresses me about the British system. They are speedy at opening things and getting the forms (passport, marriage certificate, etc.) back to you. At least that's been my experience.
But even though it was just a phone call asking for something, it's a nice reassurance they're actually looking at your stuff!
I think if people approached their jobs as feeling as though what they are doing for others is the most important thing in their lives (at least for the time being), things would work so much better. I dunno, let's say Mary works at the British Embassy and she comes in each day thinking "today I am going to change the lives of x number of people" and then go about her job actually feeling just how grateful everyone is that she's at her desk and helping them...wouldn't everyone's lives be enriched by that? Oh, just a side thought...early morning musing. LOL.
There's only one problem with showing appreciation. If I were sending in my forms and I wrote a 'thank you' note to the person processing my application, oh, I dunno, something along the lines of "Dear Mary, thank you so much for taking the time to look through my papers. I just wanted you to know how important your job is to me in making my future dreams come true." Sadly, such a thing would be seen as a bribe, or reason to look further at any illegal ulterior motive.