Yes ALL Baggage is screened in the UK including transfer baggage, wherever it has originated from. Since the screening methods at LHR for all types of baggage is extremely stringent, and advanced there is actually very little risk from an unaccompanied bag that has been through the regular x ray procedures. This being the case the return to LHR decsion seems a little strange since it is either an immediate risk requiring an immediate diversion or a minimal risk whereby if its safe to fly for abother 4 hours back to LHR how much extra risk is there in continuing on to HKG? If it was thought the bag had not been through LHR X ray procedures I believe that would be sufficient reason to want the bag off the flight ASAP.