Several times, I have bought a ticket to LHR, for the miles, and then used an award for the LHR Europe connection. One reason I do this is to go business LHR Europe to avoid some of the carry-on hassle. The other is to save a little. It may not be the best use of miles, but it does suit me. I ticket the whole thing on the phone with AA, after holding the part I would be paying for and making sure about connection times, etc. My suitcase gets checked through to the final destination without any problem. It's worked fine for me so far.

Sylvia