The sim would have to be sent to your registered UK address and from there you could get someone to send to you via a courier for safety.
How to change here:
Switching your number from Pay As You Go to Pay Monthly
Fill in the keep my number form. You'll need your temporary Pay Monthly number from your O2 confirmation email or sim pack. We’ll transfer your number within one working day (Monday-Friday, 9am-5pm, excluding bank holidays). If we receive your code after 5pm, you’ll switch within two working days.
On the day of the switch, your Pay As You Go sim will lose signal. When this happens, put your Pay Monthly sim in your phone. If you don't have signal, switch your phone off and on every couple of hours until you get a signal. If you still don't have signal by 6pm, contact us.
Texts and picture messaging can take up to 24 hours to work after the switch.
If your Pay As You Go balance is under £350, it will be transferred to your Pay Monthly account when you receive your second bill. If you're entitled to a loyalty bonus, up to £550, we'll add credit to your fourth bill.
Choice of sim only options here: