Same thing here -- did the "0" visa trick, and it worked. Thanks a ton FT! To make it a bit easier for people to find this thread via Google -- the error iberia.com gave me was "Requerido país de emisión de documento." The underlying error code was API_DOCUMENT_ISSUING_COUNTRY.

I was connecting MAD-LHR-USA, with LHR-USA on BA. Was able to get a boarding pass MAD-LHR online, but was unable to get an LHR-USA BP online. At the IB checkin counter at MAD, got both BPs, but when I attempted to scan my LHR-USA BP at flight connection in Heathrow, I got a "See BA desk" error. After waiting in the transfer desk queue, the BA agent said my passport information was not correct in the system. She changed something on her side, and told me to try using my IB-issued boarding pass again. It worked.