If I book my flights seperately to create my own fly connection, will I have to pick up my baggage at Heathrow to then fly to Brussels? Both tickets are from British Airways. Will I have to go through customs?
As both tickets are on British Airways, they most likely will allow you to check your bags through. But keep in mind that this would be a courtesy and not a right, so it will be up to the agent checking you in.
If the agent does not check them through, you would need to clear immigration and customs to check in for your next flight.