Just wanted to point out that while this is a great use of miles, it makes availability even harder to get. You need open seats on both the l/h and s/h segments in order to score your upgrade. Availability on just the l/h is both the one that matters, and more available. Many is the time that I've booked a straight WT+ with MFU into the UK, and a whole separate ticket from the UK onwards.

Paradoxically, this is often also cheaper as the through ticket prices in the lowest available fare bucket for the whole itinerary. Meaning if the connecting sector has only more expensive fare buckets available, BA will price both the l/h and the s/h in the more expensive bucket, so you end up paying quite a bit more on the l/h even though there is availability for less. The result can mean a MFU'd US-UK with a separate UK-EU ticket is cheaper overall than a MFU'd US-EU via UK and on the same flights. What you get for the extra cost is a club seat on the EU sector which isn't really worth it (the only difference with coach is the food).