I've just connected from BA33 onto a Malaysian domestic flight and it was a breeze.

You take the shuttle train from the C gates (where you arrive on BA33) to the central terminal. DON'T follow everybody else towards immigration and baggage reclaim, but look for Domestic Connection sign which points you towards the rear of the shuttle train. You go down some steps/escalator and you arrive at a passport control for connecting pax. I was the only one there and through in a minute or two. The immigration desks lead you directly into the atrium that links A and B gates (for Malaysian domestic flights).

I'd go for the ease of this option, but you take a slight risk of a late inbound flight. The 787s can be a little fault-prone!

For others you follow this connection route, if you have baggage and on a single-ticket, your bag can be checked all the way through. It's more like the UK than USA. You don't have to pick up your bag at KUL and clear customs.