Having said all that though, I am scared sh*tless about making this move. My main concern is for my two red-headed little boys!
There are plenty of redheads dotted about in the UK, too. It is absolutely part of the UK's many and varied genetic traits. My grandmother was a redhead, my sister was a freckled strawberry blonde.
There were several in my school, and I never witnessed them on the receiving end of undue focus or teasing any more than the rest of us, any more than a tall child, a short child, etc.
I'm not a redhead (close though, fiery brown lots of red tone thanks to Nana) but I got teased worst of anyone I knew just for being short, and shy. I had a worse time in school than any of the redheads in my class.
You can be teased for anything. Your redheads won't come in for any more than any of us get for our various traits. And they won't be alone in having the coloring they have.