Just found a very interesting new resource - at least, it's new to me.
The BMDRegisters site, which mainly contains non-conformist BMDs, now also contains various overseas BMD records of all denominations.
You can find the details of what's included by clicking on the numbers RG32-RG36 and BT in the right-hand column of the home page:
http://www.bmdregisters.co.uk/
One particularly interesting thing is that RG35 includes "an incomplete collection of certificates of British military deaths in France and Belgium, 1914 to 1921, issued by the registration authorities of those countries."
I found the French death cert issued for my great-uncle who was killed in France in WWI and the deaths of two relatives who died in Singapore in WWII, but not the death of another soldier who died in France in WWI.
The civilian BMDs aren't complete either, because I only found a couple of the people I was looking for, but it's still a very interesting resource.