I have to admit that my LHR-CPH flight has one of the fastest baggage deliveries I've ever noticed! I tend to get a seat at the back half of the aircraft so by the time I disembark and walk into the baggage reclaim area and have a quick call of nature, the bags are just about arriving on the carousel.
Getting back to LHR T2 from CPH is just plain painful. The queues at immigration often take 20+ minutes.