We often do this trip and it is quite rare to be asked to show anything, that said though it is always best to carry a neatly presented folder with all documents and passports. A neatly printed passage plan and crewlist along with boat papers all help to keep any interference as minimal as possible!
Two years ago, I think we were only stopped once, in West Germany (as it was). A man from the coastwatch cutter wanted to seem my radio license. In my haste, I gave him my short-range certificate, which more-or-less satistsfied him once I'd explained that short-range referred to the radio and not my distance from England. He also wanted to know why my ensign wasn't a white thing with a red cross.