You can grow many kinds of conifer from seed, but many of them require human intervention in a British climate. So I'm not aware of Leylandii and its friends self-seeding. What certainly can self seed very easily are the commericially grown spruces - Sitka and Norway - which is precisely a "christmas tree type thing". Scots pine, yew and prickly juniper are native, so presumably they would self seed. You mention Douglas fir, and I think that self-seeds also. They look quite like spruces, so can be difficult to reliable identify a small plant without cones or flowers.