"I am still waiting for the paper work to come through, but the Civil Aviation Authority is very negative.
"I think the only way I can do it without messing around is to travel to France or America.
"The Americans would welcome me over there. They have said they will be pleased to have the aircraft transferred there."
Wing Cmdr Wallis started flying autogyros in 1959 and was the first instructor and examiner for the flying machine.
In 1975 he broke the record for the longest flight in an autogyro when he flew the length of Britain.
He keeps a fleet of 20 autogyros, including a replica of Little Nellie, in a mini hangar at his home in Norfolk and still flies daily.
"They are one of the safest machines to fly because if the engine stops the roters keep turning, so it can be landed," he said.
"Unlike other aircraft it can fly in all sorts of conditions, even stormy weather.
"I used to fly to work every day on the south coast, now I tend to fly more locally."
Good luck to him. I've not the slightest doubt he'll achieve his desire to improve his own record. James Bond would thoroughly approve.