John,
You will also need to ensure that you have a certified copy of your local marriage licence from the Dubai authorities that is acceptable to the British Embassy in Manila for the purposes of authenticating that your marriage is acceptable for purposes of a spouse visa.
Also, I doubt even if her employer chose to sponsor her for residency in the UAE, whether that would make much difference for the requirement to return to the Philippines, as Rob and Yves have suggested, it is far cheaper for the flight back, plus visa fees, there is no easy solution other than to get on with the situation you are in, and look at it positively, anyway its the new year, this is positive right for 2007.