I've downloaded MoreLocale and after setting up English UK (as a custom locale, it wasn't listed on the presets) I can see it has worked to a certain extent, although some numbers within contacts are still listed in the US format.
I've also noticed some of the settings are now Chinese, so I think I might just learn to live with the US format for now, the benefits of the ROM far outweigh the small niggles.
Are you using Miuiandroid version of the rom or Miui.us?
because I know Miui.us version don't include any other english locale other than US...
If that's not the case, try re-downloading the engpack from the ROMS section and flash it again.