Even though I've personally found AZ's LHR operations to be quite good, I'd rather fly AP from LCY to Malpensa and get the fast train into town. It takes 50 mins, but the station is effectively in the terminal (so doesn't require you to get a shuttle or walk miles to it), it's quite a nice, civilised train ride, not too expensive, and beats having your luggage lost. Plus, unless you live in Hounslow/Uxbridge, you'll save time compared to flying from LHR.