JimF, the legend of Jesus's visit was around a millennium before the empire - St Augustine wrote to the Pope that he'd been told of a divinely constructed church, apparently at Glastonbury, when he came to convert the heathens in the 500s.
Whether likely or not, it's certainly possible: there was a lot of international trade with the west country: bronze age rulers needed tin to make bronze, and there are few countries with a large supply of it. Britain was well known by Jesus's time to be one of the few.