Ah, thanks all. It never even occurred to me to ask Mrs Google !
What Fulmen and SteveF found looks to be just the job !
I had already tried what Peter Cook suggested but the ends did not bond securely – with me just holding them.
And pausing the print to remove one filament and insert another has several pitfalls. One is that the print can cool too much to bond properly to the next new layer of new filament – after it has cooled down during the filament swap.
Another is the risk of disturbing the Z height by removing and inserting filament – the filament feed stepper motor is mounted on one end of the X/Z gantry, and can be accidentally moved in Z if you’re not very careful.
And if you cannot easily join or feed new filament in, you end up with lots of reels, say a quarter or a fifth full. You don’t want to risk there not being quite enough filament for your next print, because you cannot easily measure how much is left; and if you can’t join them during a live print, you can’t use all these end-of-reels, which is very wasteful. I have had some success feeding them in without joining them, but as I say filament retract then doesn’t work, and sometimes the next piece of filament jams in the mechanism and leaves the nozzle with no filament feed, as happened today, and it missed a whole layer while I frantically tried to feed the new piece in but it kept jamming.
I am also going to design and make a reel to reel feeder, so I can measure how much filament I have left on a reel-end.
Hence me asking the question, and thanks for the answers.