And so, after dipping into this thread since its initial posting and feeling somewhat pleased with myself because I can strip my bikes down, my new cassette arrived. (I'd got fed up with my natural cadence/effort being right at the change-over point between the small and big ring and decided to experiment with different ratios.) The first minor alarm bell was when there was no pleasant 'ratcheting' sound as I tightened it up. The second alarm bell came when I found I had to tweak the limit on the derailleur. But I ignored the disquiet.
A few minutes into this morning's ride, and with a noise like a sack of nails coming from the cassette, I turned for home with the intention of tightening it up further. This I did. Still slightly loose. Tried to undo it to inspect it. Tried to undo it again. Tried to undo yet again while not bursting a blood vessel. After a longer adjustable was employed, and hell-or-bust effort, I got it off.
I had forgotten the wheelset came with an extra-thick spacer and I'd used the thinner one which came with the new cassette.
Issue solved - but feeling a bit of a twonk.