What are the problems with this as we must have vast deposits under the UK.
It has already been tried.
There are indeed vast quantities of coal remaining under the UK, all of which is gassy to a greater or lesser extent. To get the gas ("coalbed methane") out, you have to drill a number of wells and then pump. The gas, which is adsorbed onto the coal, moves out under depletion of pressure via cleats or natural fractures in the coal. As the coals are usually below the aquifer, you have to pump a great deal of potentially-contaminated water out before getting the gas to flow, and this can cause pollution if the water is dumped in nearby rivers. There are also a lot of planning restrictions in the UK that restrict where you can drill. To my knowledge, the technique has not yet proved commercial in the UK.
In the USA, where environmental and planning restrictions are less onerous, the technique has been very successful in the mid-West. I think that the geology is much more favourable there; in Europe the coals (Carboniferous ones) have been subject to several phases of tectonic uplift and degassification which makes the remaining gas more difficult to extract.
Of course, coals do de-gassify naturally in coal mines, as testified by gas explosions in the past. People have tried to extract the gas via pumping air in and out of mines, both used and disused, but I think the amounts of gas actually recovered are quites small. You have to then seperate the gas from the air, and also have to keep the mine pumped free of water , both of which make the technique generally sub-commercial, in the UK at any rate.
OK, you can also make gas artificially out of coal, by heating it in vats, which is the old-fashioned way of doing it before the discovery of natural North Sea gas. This would be potentially feasible should there be sufficient nearby mineable reserves. However, the gas is of a poorer quality than the North-Sea variety, and would necessitate the wholesale changeover of boilers, cookers and pipework at huge cost (they already had to do this once when they switched to North Sea gas in the early 1970s). Also the environmental impact (aside from the coal mining) is horrendous. The by products include cyanide, heavy metals (arsenic), sulphides and phenolic tars. Many former coal gasworks sites in the UK are still unuseable and derelict today due to this sort of contamination.
Not sure about the technical problems but apparently the EU would have first claim on any gas and oil the UK produce before we would be allowed to use it!
References :