I have picked them up on it and they claim that they ARE exempt although I haven't yet managed to check
Just apply a bit of common sense ffs. If that really was a get-out clause, every bugger would be doing it.
By way of revenge: If they're parking their van on the double yellows, I'd be taking photos and posting up on twitter to ask "why are you parking illegally". They're not exempt from the same rules.
If they're driving round looking for illegal parking and spot someone, then its sensible to allow them to stop there temporarily to issue the ticket, but parking up on double yellows and going off on foot to patrol an area is in the "one law for them and one for the rest of us" category.