My water pressure on my combi-boiler was low (less than 1) , and so I let in
some more (up to about 2.5). However, once I turned the radiators on, it
seems to have shoot up to over 3.

Is this correct/wrong/ and should I correct it? If so, how...should I just
bleed the radiators a bit, or is it simply because when the water gets hot
it expands thus creating a natural increase in water pressure?

Many thanks for any advice (greatfully recieved)!!