I am going to post the answers to the crossword in a minute, in a separate post behind a cut - but if you're the kind of person who insists on struggling (ah, the masochistic pleasure) - I've updated the list of clues to include the episode title.
Link To Crossword Post CLUES ACROSS
1. Ballard and …. are dead (Rogue)
2. Who is Dave Bentley? (Blind Run)
6. Look it up, it suits you (The Ojuka Situation )
7. Transmission initiation condensed (Private Madness, Public Danger)
11. On the Buses (First Night)
12. Catch them in your fingers? (Operation Susie)
14. They were nice girls (Old Dog with New Tricks)
16. …is a stock in trade, but is it Cowley’s? (Stopover)
24. If you like that sort of thing (Hunter/Hunted)
25. What Bodie gets from watching Doyle sometimes (Wild Justice)
27. David Bowie title (Heroes)
29. Cowley (A Man Called Quinn )
30. May be a problem in Home Ec. (You'll be All Right )
31. Bodie & Doyle are one of Cowley's best (Wild Justice)
32. Where was the Star Hotel? (Everest was also Conquered)
33. Some Saxon pot (It's Only A Beautiful Picture)
34. Life in a word (Old Dog with New Tricks)
35. I went from a villain to “Hear me Roar” (The Ojuka Situation )
37. The Christmas Man (Involvement)
38. Let's not go into the … business (The Purging of CI5)
39. Set a …….. goat to trap a tiger (Long Shot)
40. Double, or doubled? (Dead Reckoning)
41. Abbreviate Annie’s cause (Look after Annie)
CLUES DOWN
1. Either a game or a job, but Mark always ends up in a fix (The Female Factor)
3. Who in Port Said? (It's Only A Beautiful Picture)
4. If we had it, where would we keep it? (Lawson's Last Stand )
5. Produce the ending of the first again with Dennis (Old Dog with New Tricks)
8. A student. Not in politics. (Discovered in a Graveyard)
9. This Stones is number 3. (Take Away)
10. Even pirate kink (name, ana.) (Slush Fund)
11. Great with a knife. Sensational with a blade. (Where the Jungle Ends)
13. Дина́мо Москва́, as Bodie said it (A Stirring of Dust)
15. Not the IRA, the… (Runner)
17. What a name for a top driver (Hijack )
18. Shakespeare transposed (The Gun )
19. A fine piece of machinery needs … (Heroes)
20. Taking notes from Churchill (Spy Probe)
21. Where was the Star Hotel another time? (In the Public Interest)
22. Mock thy lie (name, ana.) (No Stone )
23. Tell them it’s over, Sally (Weekend in the Country)
26. Doyle was on the …. Squad (The Female Factor)
28. The game on the box in Harry Scott’s pub (When the Heat Cools Off)
36. ….. are everywhere (Backtrack)