Hi Xavier999,
There are lots of non UK nationals flying for BA. The experience they had when they joined ranged from straight out of flight school to training captains elsewhere before they joined and everything in between.
I would personally strongly advise against joining Cityflyer in order to join BA. You waste 2 years at least while there is absolutely not advantage of applying from Cityflyer to BA. The only benefit is that from Cityflyer you get a guaranteed invitation if you apply vs you have to put in some effort to answer the application (give an example of...) questions properly, but other then that it doesn't really increase your changes of getting in dramatically.