I wrote 2 cheques last week for annual Club subs, as personally I don't want them storing my a/c details via DD on an antiquated PC in some secretaries back bedroom
Some clubs understanding of GDPR is very lax
Surely all your account details are on the cheques (and your signature)? They may sit around on desks/tables for a while before they get cashed

They don't need to store your account details. You send them the money directly from your account to theirs (rather than them taking it). They just need a reference on the payment so they can marry your payment to you. No DD or storage needed.