You need to give us more info for us to assist. What passport do you hold? Do you need a visa to enter the UK? What is your residency etc? I can see that you are going from Milan to Mumbai and back via LHR, but the ability to enter the UK depends on your immigration status in the UK.
If you were a UK citizen, or an EU national what you propose is perfectly doable, it gets slightly more complicated if you are from a country that the UK is a bit "jumpy" about!
Over to you!