by having the baby in the UK you might be saving yourself (and grown-up baby) a lot of trouble later on in life. Children born abroad do not have the right to pass on their British nationality to their children, if they are born abroad. Amazingly, immigrants from anywhere in the world, whose children are born in theUK, get British citzenship as a matter of course.
Good luck with the baby. It is a lovely time of life. (Greek/British children tend to be very handsome and kind-maybe I'm just biased!)