Good news, it's fixed. Bad news, I'm not completely sure why!
1. Mick's suggestion, chasing dial / bent lead-screw checked first. Not the problem, I thought it unlikely I'd bent the lead-screw but you never know : it wouldn't be that hard to do.
2. John's suggestion, that the 3-part bearing was assembled incorrectly. John has obviously got my measure! Although I had the parts in the right order, I hadn't noticed that one of the 'washers' is grooved on one side to fit the ball race. Unfortunately, reassembling the right way round didn't fix the clicking. (Or did it? Read on.)
3. Jason's question, 'Is it possible you tapped something sideways while removing or refitting the leadscrew?'. I think the answer to that is yes. The pin didn't sheer cleanly; instead it jammed leaving the lead-screw rather firmly attached to the gearbox sleeve. I had to use moderate force to get it out and it's possible that something moved in the process.
So I tried gently moving the headstock gearbox shaft right with a pry-bar: no obvious movement and the clicking continued. Second, I slackened off the lead-screw nuts and tapped it towards the gearbox with a small rubber mallet. I re-tightened the retaining collar an extra 1/8th turn. Bingo, no clicking!
So I either I moved the gear-box shaft slightly whilst removing the lead-screw OR the problem was the bearing plate being the wrong way round and I'd not tightened it up enough. Or perhaps both.
Jason also suggested 'check the two similar nuts against the headstock on the feed shaft to make sure they have not become tight.' I haven't done so yet, but that's next. I'm wondering if clean gearbox selections depend on tweaking both right and left nuts to adjust the innards of the gear-box. (How I wish the manual would turn up so I could look at the exploded parts diagram. I distinctly remember deciding to put it in a safe place…)
Fingers crossed, all is well now. If not I'll be back!
Once again, many, many thanks
Dave