Fundamentally I think they should just use the road and keep to the right (in the US), like other slow moving vehicles. They’d probably be fine in bike lanes where they exist.

Maybe they could enter the sidewalk for half a block at a curb cut like a cyclist would do to complete a delivery.

There's a very clear and obvious reason they are on the sidewalk. Bikes are not "probably fine" in bike lines themselves though. Bikes are mainly visible to drivers. These things are too small to be in the bike lanes let alone in an actual lane of the road. They'll just be a small speed bump to most cars.

Well, London is a safe city by US standards.

But putting that aside, the biggest problems these things will have in the UK is a completely different conception of walkability even compared to, say, NYC.

People walk everywhere, pavements are cluttered and crowded, the vast majority of roads are not grid-structured almost anywhere in the UK, etc. So much so that when US firms do consider testing these things properly in the UK they will have to pick somewhere like Bath or Worthing or Hove: enough wealthy people to try it, and easy, grid-structured roads. Not many other good candidates.

The second problem they will face is the nature of protest. People won’t vandalise them. There will, however, be extensive civil mischief: people will box them in, mislead them, cover their sensors with googly eyes and woolly hats, put traffic cones on them, and generally make the whole scheme unworkable. And that is if councils don’t outright ban their operators.