No, we haven't yet. Similar you in Canadian House of Commons, there is a general presumption that people should tell the truth in front of parliamentary committees. It can be considered contempt of Parliament if you don't.
We do have a separate power to get people to swear on oath, which would carry a similar offence to perjury if someone were found to have lied under oath, but we've not yet used that. It's certainly not the custom in the British House of Commons to use that, but it's a power we can use.