The place you brought them might take them back and worth asking there first.
HM Coastguard has no responsibility for disposing of flares and will not take them.
The following two Coastguard Operations Centres will take them but you MUST call them before arriving. Do not turn up without prior agreement!
CGOC Falmouth (Licensed Site Paignton coastguard operations base) 01803 882 704.
CGOC Milford Haven 01646 690 909.
It is also worth checking with Wigmore Wright/Team Marine at Penarth Marina. We are told they will take them but they will charge around £2 per handheld and around £4 per rocket to send them for disposal. Again, call them to arrange first!