There's no need to report them, just look back to your Subject Access Request and see what you actually requested from them: "A list of charges [...] or alternatively, statements ..." ? if you did this then they are complying with your request.
This happened to me, as I have reported in many other threads with people who asked the same Q as you. I rang Customer Services in Balloon St, Manchester and after thanking them for the info sent, asked for my statements offering the £10 cheque again which they had returned.
I reminded them of the 40 days to comply and asked for the info to be sent in a robust package. There was no problem, I got my statements and was able to check the info in their charge list against what the Co-Op had charged.
Do it today ... don't delay.
Cheers
P
