O I need to declare UK interest payments in Belgium?

Any interest on a UK bank account should be declared in the UK irrespective of where you are resident: http://www.hmrc.gov.uk/international/tax-incomegains.htm

When I became resident in Belgium, I changed the status of all my UK interest bearing accounts to non-taxable, a simple procedure that only involves the bank concerned, so all the interest is paid without deduction of UK tax. I then declare that interest to the Belgian fisc when I complete my tax form here, as I have just done, and in due course am asked to pay tax on it.
The tax rates in the two countries aren't very different so the Belgian fisc may just let things lie if you have paid UK tax but at the VERY LEAST you should report, on the appropriate section of the tax form, that you have an account or accounts in the UK. Failure to do so may well result in a penalty being imposed in due course - remember that the UK financial institution concerned is required to tell the Belgian authorities about any interest paid.
It may be that you are considered to still be tax resident in the UK, for example if you still own a home there, but even if you are you must still tell the Belgian fisc about the UK accounts - you won't have to pay tax in both countries.

You may or may not have to declare the interest, it will depend on a couple of factors.
However, even if the taxes are paid net of tax in the U.K. you still need to declare the fact that you have a foreign bank account.

Supplementary question. Anyone know what the tax status of UK premium bonds is?

You must declare you have that bank account. The terms and conditions of that bank account allows the Belgian Fisc to access details of it. The Belgian Fisc goes looking for undeclared accounts - I got told by the inspector that they'd tried to access the details of accounts I'd declared last year and my dossier is marked as still awaiting a response from the UK bank! It's not relevant if you've paid tax or not, you must declare all your income.

UK Premium Bond "winnings" are paid free of UK tax (it is effectively taken into account when setting the prize rate) but, if you are resident in Belgium, they are subject to tax here and must be declared on your tax return. We cashed all of ours in before moving here.

@Mikek1300gt: Trust me, I learnt the hard way that when you are a Belgian resident for tax purposes, then you DO need to declare the UK interest that you received to the Belgian taxman.
If you had no other income in the UK then a tip is to declare the GROSS interest you received under code 1154 in the Belgian tax return form, and then you can ask HMRC for a refund of the tax deducted automatically by your bank. If you did have other income in the UK and think you're over the limit of being able to claim tax back, then you can declare the NET income you got under one of the codes for precompte-mobilier-with-tax-deducted in "cadre VII". Good luck.

@Mikek1300gt: to clarify, code 1154 was what the Finance Ministry's helpdesk told me, cannot guarantee that it applies in your circumstance