One solution is to go for a smoke immediately after you arrive at LHR. Simply follow the arrivals signs and exit through immigration and customs as normal. Have your smoke, and then re-enter through South Security and use the secret door to get into the CCR. Then you can feast to your heart's content. There's absolutely nothing wrong with doing this, and you would not be manipulating or misusing any systems at all. Many people choose to do this in order (for example) to use the Arrivals Lounge or even to go into town before they return to the airport to take their onward flight.

The other obvious alternative has complications. If you go to the CCR first, AIUI you will have "used" your onward BP by passing through conformance en route to security. After you leave the CCR, you would have the hassle of the detour to land yourself back through the arrivals stream, plus the uncertainty of knowing how long it's going to take you to get through immigration, and then I believe that you would then need to go to a desk to collect a new onward BP before you can pass through conformance again.