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I'm not sure what you define as 'cheap,' but I read up that Three provides the cheapest SIM plans for data overseas.
After visiting several websites and then chatting with a Three chat operator, I found this
You'll probably want to select 1 month, and then look down the list for exactly how much data you want.
12gb is from £20 and Unlimited data is from £26 for one month, which is a pretty good deal in my opinion.
You'll need an unlocked 3g or 4g phone to use the sim