Online Travel Booking and Bidding Agencies - Through check in baggage BA/JET AIRWAYS

I have a ticket with BA executive class LHR/BOM and another ticket 9W(Jet Airways) BOM/KTM (Katmandu).
Can I make a through check in at LHR to KTM, to avoid immigration?

Very unlikely - if they are two seperate tickets, BA will not check your bags through as Jet is not a oneworld carrier (the only time they will check-through on seperate bookings).

Thanks for the information.
In a previous trip I have asked BA staff at BOM airport and they said they will handle the baggage. JET Airways has a baggage agreement with BA and it seems to be reciprocal BA does the same.
Is this correct?

They may have a baggage agreement with each others (this is what allows them to check the baggage through when it's all on one ticket) but that means nothing when two seperate tickets are involved.

On two seperate tickets you have to hope that a) the airline's policy is to check through on to seperate bookings (in BA's case, the policy is no unless it's another Oneworld carrier) and/or b) an agent who is willing to go against policy and do it anyway.