I'm not telling you about my BA lounge shenanigans because I don't want BA to replace the bags of Kettle Chips with a plate of crisps as some other airlines do, presumably to make pilfering more difficult.
I will mention the Finnair First lounge near the BA departure gate at HEL though. I often make a short (40 minutes) connection at HEL and often pop into the lounge for one minute just to grab a bottle of water, but they force you to consume the whole thing in the lounge or leave some of it behind. Since you have to request the drinks from behind the counter you can't even grab one and do a runner while they're not looking.