I am moving from the UK to Dubai and starting the process of getting the various documents attested.  We got married in Bermuda. Does this require any additional issues in respect of getting our marriage certificate attested or can I still just take it to the FCO in Milton Keynes?

I would recommend you take the marriage certificate to the FCO in London followed by the UAE Embassy in London as these are the places that UK marriage certificates are attested.  Our immigration department could not secure a definitive answer regarding which authority exactly a marriage certificate from Bermuda should be legalized from so we advise you to check with the FCO in the UK.  Please see these links from Move One Relocation who will be able to aid you in the process.