Thanks both... however, I changed the entire situation a bit - I read in a couple of other posts that BA does not interline luggage too easily if it's non-one world airlines.

So I've booked myself on a CX flight from BOM-DXB and back. The only problem with this was that it involves a really long wait both ways, which is why I didn't want to do it in the first place.

Anyway, hopefully BA won't have any issue now, even though it's a separate ticket...