If there are no signs prohibiting it then the plod can do nothing about it anyway
Not a u turn at the lights but this incident kind of relates to this thread. I had done a tip at a builders yard in Alton about 4 months ago, tipped the load and pressed “delivered " and asked for my next job on the tracker. I was told the day before I maybe going to Wombourne so I headed towards Winchester on the A31 and pulled into a big lay by where there is usually a snack van just after a roundabout and waited for my job coming through.
My job came through and I was to go to Itab UK in Hemel Hempstead. There was a gap where I could do a u turn legally just after the lay by so I decided to do this (the next roundabout was about 7 mile away) I stayed in the left hand lane on the duel carriageway section and put my right hand indicator on well in advance of me doing my u turn. There was a car behind me who saw what I was planning to do and stayed well back, I got to the gap and pulled up to a stop as there were a couple of vehicles coming the other way when I heard a screeching noise, I looked to my right to see an Audi estate with tinted windows,front wheels locked up, slideing towards the car behind me and then head towards my unit and smash into my o/s rear and mid axle.
The car was a total write off, but nothing really wrong with the unit apart from damage to the wheel rim on the lift axle and slight damage to the mud guard. I was surprised to see the young lad get out of the Audi without a scratch, I asked him how he hadn’t seen me and I asked him how fast was he going and he replied, " I pressed the brake peddle and there was nothing there, I was doing about 70mph” 
It had been raining earlier so the road was wet and greasy and another foot to the left he would have been under the trailer and more than likely another death on our roads.
I rang the police up and they got there in 5 mins in which time other motorists were complaining that I wouldn’t move the truck so they could get through The police did a check of my tachos and a check of the unit/trailer all ok. They checked the Audi to find 2 bold front tyres and checked the skid marks and worked out he was doing roughly 70-75mph.
I did ask them if I was ok to do the turn in the road and they said it was perfectly fine and not against the law and wished me a safe journey 
I would think twice these days before doing something like this again.