Take them to the police station - they're well used to dealing with this sort of thing. Don't delay though, you can't actually possess this type of ammo without a Firearm Certificate. With them being your dad's and his recent passing there'll be no problems. Whatever you do don't throw them away, even if you empty out the bullet and the powder, the primer (det) is still live. There's no danger unless someone takes a hammer and nail to the primer, but that's just what kids do when they find them!
The rounds will just be placed in a firearms cupboard where operational arms are kept, and a Firearms Dept Officer will pick them up on his rounds and dispose of them. No probs at all .