Are you familiar with his podcast The Bugle? It's a (mostly) weekly, 30-minute satirical news podcast that he does with another English comedian, Andy Zaltzman. They cover European issues in most episodes.
Yes, the Scottish referendum was a subject I was watching closely. J. Oliver's comments were real gold, the fact that he is British added an extra flavor to the commentary :-)
The Bugle Podcast is all you need to know. You may have to put up with poor-quality phone lines in some episodes, but John and Andy take apart plenty of UK issues in their Friday issue of "an audio newspaper for a visual world".
http://soundcloud.com/the-bugle
Archive of older episodes: http://gamesplusone.com/thebugle