It all depends on the nature of your research. If you are in a laboratory based subject you will need to find a lab in the UK and one in Greece who are both working in a similar, highly specific area (and are preferably already collaborating). If you're in a subject where you don't need to see too much of your supervisor, then you can probably work anywhere, so long as your research material is close at hand (eg a library, historical records, survey groups, etc).