I've undone the collar at the base of the steering column, down by the rack, but how do I undo the U-shaped bolt that is up by the ignition barrel? Mine appears to be held by two conical nuts, with no way to get a spanner on them.

Depends why you're removing it and where from. To pull it clear of the car you need to undo the 7mm head bolt on the steering lock housing which allows the steel collar thing to slip down out of the way, then through the hole that's revealed you undo the allen headed bolts in the steering lock and you should be able to slide the column up. To get those conical shear bolts off just weld a nut to them and undo with a spanner.

I've had this problem , the two bolt (on a Dyane) are held on below the glove compartment by a sandwich of two aly plates. The actual nuts are shear nuts, which are impossible to get off unless (as mentioned) you cut them off or have a go with long headed mull-grips

You don't need to remove the U bolt to get the steering colum out. You put the key in the lock to release the steering lock, remove the little cover over the back of the lock and then release the collar that the steering lock engages in. You need to rotate the steering to get at the two allen bolts. Once the collar is off you can pull the column upwards without releasing the shear nuts on the U bolt.

and don't put the collar back on as its just a pain when the lock fails

if the lock has failed you can get the shear nuts off by first bending the bit of plate down flat then using a sharp chisel get a nick in the nut and tap it round with a punch once its done a 1/4 turn then you can usually get it off with your fingers or a pair of pliers

Dyanes are easier as you can just employ the drill and replace the nuts with a couple of driveshaft nuts

Sean