Originally Posted by
WhiskeyBravo
One way TATL flights are usually exorbitantly priced, but I imagine you could also have a one way ticket to Finland, with a follow on flight showing your exit as a cheap one-way ticket to GB. I think as long as you have proof you're going to exit Finland (and probably the Schengen zone) before the expiry of your visa, it doesn't matter where exactly you're going.
While GB is outside Schengen, its still at this point in the EU. Thus AFAIK, while you have to cross through immigration and customs, you dont cover the requirement for onward travel.