as far as i know, the interviews differ a lot from each other!
I attended one at said and met a lot of people who also had their interview on that day!
it seems like the content of the interview depends very much upon how they assess your background - if they think you have a sufficient maths background, they don't seem to ask many technical questions
but if they are not sure about your maths background, they'll fire technical questions at you during the whole interview - statistics, calculus, analytical geometry,... - (which was the case for me...and i didn't have a clue what they were talking about...so i ended up with an offer for the MBA instead - the interviewer talked me into switching applications from MFE to MBA, because he liked my profile)
i don't think you can make a general statement about the content of the interviews...it really depends on your own background, on how they see you and on your interviewer
I have also talked to a couple of current MFE students at the Open Day...they told me that the statement in the prospectus concerning the maths background (it says you don't need one) is pretty much bull****; it is possible to catch up, but that requires lots & lots & lots of work! but that's just what they told me...might work different for other people. Nevertheless, during my interview i told the interviewer that I'll catch up on the maths stuff by working really hard - he just gave me a smile (says more than 1000 words i think)