Personally I wouldn’t do it, and have stayed in a hotel where there was a sign expressly forbidding it. (Not in the U.K.)
At a fairly expensive hotel in Prague we were once 😱 to see at a nearby table, 4 very well dressed and affluent looking middle aged people, endlessly on the lookout for any staff watching - as they slipped masses of stuff into their bags - fruit, yoghurts, rolls (buttered and stuffed with ham etc.), pastries, you name it.
At a hotel in Greece we did once ask whether it’d be OK to make ourselves sandwiches from the breakfast buffet, since we were going on an all day sailing trip where lunch wasn’t provided.
They were fine with it, but I wouldn’t do it otherwise.