It might become quite costly. IIRC, left luggage (at least in T4 arrivals) is 4 pounds per piece per 24-hour period. That's 56 to 84 pounds for 2-3 pieces for the week.

I have done this when hopping to Paris for two or three days on my way to South Africa. I leave the bulk of my stuff at left luggage and then pick it up on way back, and re-check it. It has never been a problem for me, although it adds a good hour or more. But I also only do this with one bag.

Only problem may be the time limit for checking in. Unless you are in F, they may refuse to take your bags until 3-4 hours before departure, which would force you wait around the check-in hall until that time. Not so fun.