Entering UK on EU passport, already naturalised

I naturalised last year and I have both my British and EU passports.
Going to travel next month, and I don't want to take unnecessary documentation with me in case it gets stolen or damaged etc.

Being a British citizen, will I be able to re-enter the UK using my EU passport?
This wasn't the passport I applied for the Settled Status, but I did provide this EU passport when I applied for my British Passport, so UKVI must have it registered in their system.

Thanks.

You can use your EU passport as it's a valid document, and perhaps if you use the e-gates it may let you through. Alternatively you will be asked questions. Carry a copy of your naturalisation certificate - you will still be asked questions and being delayed - but a British citizen cannot be refused entry to the UK. Note that passports submitted to HMPO when you apply for a British one are not linked to it.

If you have to carry your naturalisation certificate just in case, you might as well take both passports with you, after all the passport is less fragile than the certificate.
You are supposed to use your UK passport when entering the UK and your EU passport when entering its country of issue.

There is no specific requirements in UK law that you have to use your British passport to enter the UK - requirement is that passport needs to be valid.
Of course you are likely to be delayed at the border, especially if foreign passport is from a visa-required country. And you would need some kind of document to show you are British.

No guarantee, but it seems to me that the settled status is not getting cancelled when one naturalises; and then one can update the document linked to settled status (passport) - nowadays it is done online, no need to send them original passport.
So if your settled status shows as valid and if you manage to link to it your new EU passport, then you most probably will not have any trouble returning to UK on that EU passport (as settled individual).
That said, double citizens are normally traveling with both passports and it may be useful to have both.

A photocopy of the naturalisation certificate or UK passport surely would be enough evidence if accompanied by EU passport?

That would be my expectation but you should be prepared to wait a bit before the UK Border Force agent tracks you down. Haven't seen any real life reports of this scenario lately.