I recall some years ago being on a VLM F50 to Rotterdam, holding on the ramp for a connecting passenger from Manchester. They arrived at an adjacent gate, and the dispatcher walked them across, getting a bag out of the hold as they came. Probably not allowed now.
I've never directly met anyone connecting through LCY. But I've encountered quite a few connecting from incoming there to outbound from Heathrow, arriving from an origin which has plenty of LHR service. As they all seemed business travellers, always struck me as madness by a corporate travel agent selling that. They never seemed to have any idea how to make the transfer, and for one American (AMS-LCY-LHR-somewhere in US) it was a revelation on arrival at LCY that they were going to have to change airports at all, across London which they had never been to before, and had no UK currency.