For the record the CAA's latest (2013) survey data shows that LHR's business share was 29.5% while LGW's was 13.3%.
And the connecting share was 36.7% at LHR and 7.3% at LGW.
The CAA's methodology would indeed pick up self connects such as TrueBlue.
Details at
http://www.caa.co.uk/docs/81/2013CAAPaxSurveyReport.pdf