Originally Posted by ozzie
You will not need to pick up your bags in Heathrow. They will be tagged international, and you will need to go through the appropriate customs queue at GLA.
When you arrive at LHR, just follow the signs to the "Flight Connections" area. You will first go through a security check before entering this area. Then look for the BA check-in counters and get your boarding pass, if you have not already gotten it.
Because the LHR-GLA is an intra-UK flight, you do go through customs at LHR (and not in GLA). You do this just after you have gotten your BA boarding pass, are exiting the Flight Connections area, and are heading to T1. This customs check is usually quite fast.