I did LHR-NBO-JNB-CPT-LHR in club this summer.

In NBO they could not find my e-ticket on their system, but when I showed them my gold card they immediately sent three people to solve the problem and everything was fine after a few minutes. Just remember to print your own copy of the e-ticket.

Apparently Golds are quite rare on African flights so I got a lot of attention when compared to the usual cattle club flights between LHR and JFK.

South Africa did not present any problems with using e-tickets.