I haven't been to BOM since the new terminal came into use but if the procedure is still the same you will have to collect your bags in BOM and clear customs and then recheck them to GOI (I did this QR to AI two years ago).
That being said, EK has interlined bags for me when transiting internationally on NBO-DXB-DME-IAH with EK and SQ and NBO-DXB-LHR-JFK with EK and VS.