For instance I have separate Pubs-UK-England.gpx, Pubs-UK-Scotland.gpx and Pubs-UK-Wales.gpx files along with their relevant .bmp files. What I'd like is a single Pubs-UK.gpx file
I am using GPX editor and it works fine for me.
Just rename a .bmp file with the correct icon to whatever you saved your gpx file as. e.g. Pubs-UK.gpx = Pubs-UK.bmp
Load as usual.