Just googled some more and found this:
However, depending on the way their nominee accounts are set up, not all brokers are able to pay SIPP dividends with zero WHT. So if you intend to hold US stocks in your SIPP and your US dividend income is large enough that the extra 15% could be handy, it’s worth checking whether your broker does. Brokers that can get US dividends paid gross into their SIPPs include AJ Bell Youinvest and Hargreaves Lansdown.
You should also be aware that not all brokers will handle W-8BEN forms for dealing accounts and ISAs – some firms consider the cost and admininstration involved not worthwhile (examples include Halifax/iWeb/Motley Fool and iDealing). If you use one of these, your dividends will be paid net of 30% WHT, so you should take this tax cost into account when deciding which broker is most cost-effective for you.