Belgrade would probably be the 17.55 flight on Niki? If you are flying on Oneworld, I would recommend at least to use DUS instead of CDG because there is "better support" in case of irregular operations. In addition to this, CDG is a mess if you want to connect.

Another option you could consider is JFK-LHR-VIE-BEG (with the first two flights on BA, connect within T5).

Depending your final destination in Serbia, there are also 2 other routes that you could take into consideration and saves you a stop: JFK-LHR and then LHR-Zagreb (Starts 9th of Dec on BA) or LHR-Sofia (daily on BA).