Assuming the previous poster was referring to setting up a UK LTD company, you'd need a UK address [0]. If you can get an accommodation address in UK, the process is pretty straightforward; fill in an online form and pay your £12. They'll even accept PayPal! [1]
Trouble with the Estonian e-Residency is that you've either got to visit an Estonian Consulate or go to Estonia itself, to complete the process. I suppose how much of a hassle that is depends on whether or not you have an Estonian Consulate near you.
There is definitely an estonian consulate near me, but given the cost and the time required (6-8 weeks for a background check) I have decided against it.
I should have my UK private limited company setup within a few days time and for less than 50 quid.
[0] https://www.gov.uk/limited-company-formation/company-address...
[1] https://www.gov.uk/limited-company-formation/register-your-c...