Shetland, Orkney, and the Outer Hebrides are already separate provinces. The others are too small to be proper provinces... Mann maybe, but Scilly?
That being said, I wouldn't say no to Britain getting more provinces. It might actually convince me to play in my home country for once instead of halfway round the world.
Re Liechtenstein, I've read the Wikipedia article. How about creating a "Vorarlberg" province between Graubunden and Tirol, and then making it a Vorarlberg OPM until 1780 and then giving it to Liechtenstein?