I thought that
If it is very recent, take photographs, then claim back from the airline.
wouldn't work if it was the TSA/customs who damaged the bag, so I had a look at the BA website. I was very surprised to see that they state
The air carrier is liable for destruction, loss or damage to baggage up to 1,000 SDRs (approximately £820 or EUR 1,230). In the case of checked baggage, it is liable even if not at fault, unless the baggage was defective. In the case of unchecked baggage, the carrier is liable only if at fault.
I don't know if all airlines state the same, but I'm amazed that they haven't got an exclusion for security inspection damage.