You can't nest a <Say> verb inside a <Dial> verb. You should try something like
<?xml version="1.0" encoding="UTF-8"?>
<Response>
<Dial>
<Number>1###810####</Number>
</Dial>
<Say>Please rate the most recent call. 1 is good. 2 is bad. 3 is solicitor. 4 is other.</Say>
</Response>