I just had a look at the "Which" site, it doesn't test for HEPA but it tests for Alleregen retention, and it looks like all the Miele and Bosch Best Buys have a 5-star rating for it, except, surprisingly, the Miele Upright Cat and Dog.
They have 98 vacs that score 4 stars or more for allergen retention.
In the "Under £100 range" (there are no Best Buys here) the best-scoring ones with 5 stars for allergen retention are (best first):
Bosch
BSGL3126GB Pro Energy
AEG
Ultraperformer AUP3820R
Jul 2012
Panasonic
Eco-Max light MC-UG614
(upright)
AEG
Nimble A8602AZ
Jun 2011
(upright)
Vax
Mach Air C89-MA-B
OP was particularly interested in dust mites. I am convinced bagged vacs are better if you have a mite or allergen problem, as you can close the cover over the hole in the bag and tie it into a plastic bag with no tipping or dust-swirling involved.