In short it is doable - but it is tight, and there should no delays in either arrival or bagage - but you should be OK given the late arrival.

If you can not check bags through, you will arrive in T3 (regardless that BA departs from T2). You pick up your bags pass through customs and then make a sharp left for a 15 min fast walk (you need to go outside from T2 to T1) - alternatively you can take a free transit bus outside the terminal building, but given the timing I would not risk waiting for the bus.

If you manage to check your bag through you can walk airside - and you have no worries what so ever. http://www.cph.dk/CPH/UK/MAIN/Before...s/Transfer.htm