As you're only 35, you've plenty of time to build up your pension fund. Remember, If you're paying in £200 of post-tax funds, tax relief of 20% will automatically be added to it and if you're a higher rate tax-payer you can claim the remaining 20% on your tax return.
Does your existing scheme allow you to make Additional Voluntary Contributions, to top up? It might be worth investigating that option.
Otherwise a low cost SIPP might be appropriate. If you're happy to make your own investment choices, I would suggest you have a look at execution only brokers, such as Hargreaves Lansdown.
I echo the others. Look at SIPPs provided by Hargreaves Landsdown or other low cost providers. The tax breaks3aks and flexibility are impressive. Then perhaps look at the make up of a reputable conservatively managed pension fund or one of the examples HL provides. Use indexed linked funds if you want to keep costs down and risks limited to stock market volatility rather than fund manager performance.