I did this just a few months ago. As you say, Transco (or their subbies) won't install a cavity box. I fixed mine in place before the meter was moved. I figured it would be difficult to bed it in mortar and fix it properly once movement of the box was restricted by the meter having being installed. As far as I remember the information pack and application form that had to be sent to Fulcrum Connections doesn't say anything about a cavity box not being finally secured - it just makes it clear that they won't install it. I was retrofitting mine into an existing cavity wall and found the easiest way to fix it was to ensure it was a snug fit in the hole and then pump in a load of exterior grade 'no more nails' between the box and the wall (rather than use mortar). It's as solid as a rock and there's no need for it to be screwed to the wall (they don't like the box being punctured by screws apparently in case a leak at the meter allows gas into the cavity).
If you google this group for 'gas meter cavity box' or something similar you'll find plenty of posts on the subject - that's where I read about using 'no more nails' rather than mortar for a retrofit job.
It took about five different teams to get the job completed - no wonder it costs =A3350 or so... One to expose the old steel pipe and install a new (plastic?) one using a mole digger, another to back-fill the hole in the road and restore temporary access to my driveway, another to fit the meter and the maximum 2m of internal copper pipe and test, another to reinstate my broken concrete path and finally one more to complete the final repair of the pavement and road.
Good luck!
Mike