Unless BA are prepared to do a through check in you may struggle, as to collect your bag you will need to clear imigration, which will mean requiring a visa before you leave the UK.

I assume you will be purchasing a separate ticket, and i have found that usually BA are only prepared to do through check with One World Carriers.

I would call up BA and ask them about their through check, even better send an email so if it is a positive responce you have something to show at check-in should they decide that it is suddenly not possible!