If this OWE is actaully starting in LHR then after doing LHR-HKG I don't see any way of going to Dubai at all because the only OW routes to DXB are (I think) from LHR and HKG. The only way to do it would be to start somewhere else in Europe - e.g. get a cheap flight to CDG/FRA/AMS/FCO and start from there with the flight to HKG. Then you could do LHR-DXB-LHR-<wherever you started> at the end of the trip.

Alternatively, of course you could go LHR-DXB-HKG at the start of the trip, but starting a OWE in the UK is hugely expensive.