I don't think you need to physically sign an opt out. Certainly, I've never seen anyone do or ask for that.
Your rota must comply with the EWTD whether or not you do locums. By partaking in locum work you are implicitly waiving your right to the EWTD for that shift, but not thereafter, is my understanding. If you do one locum shift one week it doesn't mean your hospital can then shaft you with 100 rota hours the next!