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You may be liable to be stopped by customs in Southampton. On our cruise last year, customs were out in force and one guy had a suitcase opened totally full of cigarettes. Came back last week from Gibraltar and there were no customs to be seen.
I don't think your problem is the amount of Duty Free you get in Gibraltar. It's getting it past the Customs at Southampton, Dover or wherever you dock back in good old GB. Last time I came back, admittedly it was November last year, every single desk at the Green channel was taken up by a Customs Officer. So if you do want to chance it, best of luck.... Cheers Bob.