I have a flight to HND via HKG and CDG

LHR-CDG (BA)
CDG-HKG (CX First)
HKG-HND (CX First)

My questions are, am I likely to be able to check through my luggage all the way to HND at T5 First Wing (as BA Gold). I have received a message to check in for the CX legs of the journey. But should I wait to do this all in one go at Heathrow or can I check in separately for CX and BA and then they can join up the luggage through-check at T5?

Thanks!