With most commercially made effects (theatrical flash pots, small maroons etc) stored in <5Kg NEQ quantities in their original packaging, it's just a case of persuading your supplier that you are competent to use them.
If you're firing canon and muskets or making your own ground effects with BP, you will need a COER1 but there is a simplified version of it specifically for reenactment that is straightforward to obtain.
There's a very informative and up to date guide here:
British Association of Shooting and Conservation guide to MSER, April 2008 (PDF, 332KB)
Thanks for the response & details. We are a vietnam group, so we only use pre-made blank ammo. We do not make anything ourselves, all pre-made. We did it this way to keep thinsg as simple as possible & to eliminate the risk of getting in trouble.