It is really very easy and success is 100% assured. It may involve a little time effort and money, but I'm sure its worth it.
On every BA flight I have ever been on, the first baggage out (with or after crew bags, which do not always come out 1st in any event) is transfer baggage. It does not seem to matter whether the connection was made 30 mins or 5 hours before the lfight, the bags will ALWAYS come out 1st.
Therefore, if travelling from LHR - JFK, simply book the flights as a CDG-LHR-JFK, pop over to CDG on a separate ticket and check the bags through back to LHR and onwards to JFK.
Absoutley 100% guaranteed to get your bags up first, unless of course your bags (or you) do not make the connection.