Um, you've done all the practical stuff I can think of (I would recommend doing the tax yourself - easy enough once you phone up the HMRC helpline for guidance)
The only other stuff is to determine your boundaries in terms of the children eg:-
what exactly you want each week in terms of laundry & cleanliness in children's rooms
what eating options are good, bad and ugly. things they are allowed to eat when out and about in cafes etc.
Requirements ref discipline - rewards/naughty step etc.
spending kitty and how much nanny can spend without deferring back to you.
Any requirements ref doctors/dentists/hairdressers
any 'immovables' that seem obvious to you but might not be obvious to nanny (eg I have a thing about them cleaning their teeth every day, wheras my nanny is fairly lax about it...minor things like that can drive you wild)
I would also make sure that holidays are agreed fairly - eg 10 days she can pick anything so long as she gives you 4 weeks notice, 10 days you pick, giving her 4 weeks notice.
I also always put in contract that they are entitled to Statutory sick pay only if ill - I always pay them their salary anyway in practice but like knowing I don't have to, if I ever felt someone was taking the mickey.