Flights from LHR to CDG not purchased yet, but I was thinking of using Expedia.

Exactly Mathieu....I would call BA and purchase over the phone. Have them bring up your existing reservation and ask to add the second flight.

I highly doubt they would add it if you purchase it from expedia.

Good advice. Thanks.

I 100% stand behind my statement that UK passport is necessary with 2 separate tickets. Your contact with the airline is to take you and your luggage to LHR with the first ticket. Luggage will be labeled LHR and only be collected after passport control. On a single ticket airline labels luggage to the final destination and is responsible for any missed connection. With 2 tickets that is not the case.

I've done it many times and always went through passport control.

We will only have carry ons, so maybe that is the difference? I booked tickets and spoke with a BA manager today. Forgot to ask about the passport issue. At any rate, we will have 4 hours between flights to handle any complications.