Iain,
The normal practice would be to check your bag through from TLH to BRU. You could ask at check-in for them to check it only to LHR but there is no guarantee that they would do so, particularly if your ticketed connection is only an hour or two.
I'd call the airline, explain the situation, and see if they would agree to change your ticket to terminate at LHR (or even BFS). As the price for a BRU-TLH-BRU ticket is likely lower than a BRU-TLH-LHR ticket they might ask for the higher fare, but that is what you would have paid had you chosen that itinerary at the beginning.
Good luck