It annoys me when people do this. 'PhD fellow' sounds ridiculous and makes no sense, and I think the 'Candidate' title is irrelevant in a UK context as it's properly used in the US/Canadian context where you've passed all your exams and other requirements and are 'all but dissertation' (ABD). We're generally all ABD in the UK in that we start with the dissertation (research training requirements etc notwithstanding) so the 'candidate' distinction is pretty weak sauce, imo.
My approach is to suck it up, we're all students. This kind of transparent, vain posturing is one of my personal bugbears (and perhaps one of the reasons I'm not suited to academia). You can always say 'doctoral student' or perhaps 'PhD researcher' if you're determined to puff up your title but I don't understand the impulse. Well, I do understand it, but it really annoys me.