The best way to protect your confidential information is to have a well drafted contract of employment imposing clear obligations on employees both during and after their employment. Failing this, there is an implied duty of confidentiality at common law which gives you a basic level of protection but may not go as far as you would like in protecting your data.

And if all else fails, there is the Information Commission!

It is rare for the Information Commissioner’s Office to become involved in protecting confidential information but in May 2016 they prosecuted an employee who sent the details of 957 clients (including contact information and purchase history) to his personal email address and then left to join a competitor. However, despite pleading guilty, the fine imposed was only £300 plus costs totalling less than £450. I imagine this was small comfort to the victim.