Ok, latest is as follows.
I've changed the headlamp connector and bulb - just in case - but no difference.
Checked dynamo connections (inc. unwanted earths) and earthing points - all are correctly connected and clean.
Checked headlamp switch - operation seems normal.
I'm thinking now it may be the battery because I just can't think of anything else. However, when the lights come on, they seem to be pretty bright for a longish period of time.
One other clue is the following. Engine is started, ammeter seems to show quite a high charge rate. Switch lights on and ammeter behaves as it should (although charge rate does seem higher than what a101960 seems to be saying). Blip the throttle a couple of times and the headlamp goes very bright momentarily and that's when the ammeter stops showing anything and I have no direct battery power to anything - lights just run direct from the dynamo, i.e., nothing at tickover and normal at higher revs.
I'm struggling to think of anything else other than the battery. Is it possible that by blipping the throttle it sends too much power to the battery and it shuts down temporarily (maybe a loose connection inside?). Then, after a while, the problem goes away (cools perhaps) and battery power returns.
If it is the battery, then it'll be the fourth item in three years. I went for the Westco sealed glass mat item as it came recommended, but the first failed almost immediately (got a free replacement). I'm seriously thinking of going for the Cyclons as I can't seem to find a battery to behave well.
Cheers again for your help!!