Well speaking of hand luggage and cigarettes I should have looked suspicious because I was HBO even in F.
My clothes bag was filled to the brim by the time I got to LHR from JL and BA PJs (its an Cathay (Asia Miles) RTW F redemption) - hence the mailing run at WH Smith. And I was walking lame because I walked all around NY and LA in bad socks.

On two of the trips I wasn't even marked to be supposed to be landing at LHR. So except for some intel triggered by my passing through e-gates or some Border Force officer saw me entering UK "suspiciously", I wouldn't see how I can be pulled. Maybe freaks like me aren't worth checking.