In my experience you still collect your bags at aircraft-side when arriving, even at LHR. You need to make sure you're getting the tiny white tag attached by elastic rather than the heavy-duty adhesive baggage tags - that should prevent anyone putting your bags on the belt pile (although, if they did, it would almost certainly also mean the end of your bag!)

Good question about the service. I never got a definitive answer on this: bmi regional provides the service on wetlease, so it is regional crew and in my experience also regional catering - ie free food in the back but no choice from a menu. I think the product is still sold as mainline, so if regional operates a mainline one-class route the cabin is treated as if there are no business class pax. Not sure whether pax on the weekend BRU services get regional catering or LHR bento boxes/buy-on-board menu. I hope to ask this at the winter schedule briefing next week, so I can't settle your argument until then!