Hi, and welcome.
I'm honestly not sure whether there's a correct way to proceed in every case, but my presumption has always been that if you have assets in multiple jurisdictions, and you have a separate will drawn up for each jurisdiction, dealing solely with the assets falling under that jurisdiction, then you'll be certain to get it right.
Otherwise you run the risk of a will drawn up perfectly legally under one set of laws, which contravenes the laws where the assets are physically held - and that will be a nightmare for your executor(s) to sort out. Alternatively you could try to draw up a will that covers multiple jurisdictions, but if any of the provisions contravene the laws of the jurisdiction where the will is lodged, then you have a different but equally difficult situation for the executors.
It's an interesting question, and one which would bear wider discussion - I'll ask on the main forum (and post a link here to the main forum discussion) to see if we can get a few more opinions.
Edit: I've reposted on the BE general forum - Expat Wills
I've also shifted this topic to the Money Matters board as it's the most appropriate place for discussion of wills.