The rules were relaxed recently and I think that there are different procedures if you're arriving from an EU country so Hong Kong and the US are still subject to the stricter approach.
If you have a connection to a UK regional airport from an international flight you aren't required to have your bags checked through to your final destination so you need to ask the check-in agent to ensure they're off-loaded at the port of arrival and then you check them in again having placed your duty free inside. You'll still be given a boarding pass.
Because of the vagaries of airline ticketing it used to be a lot cheaper to fly from the US through Manchester to Dublin than it was just to take the same flight to Manchester. As I travelled that route a lot I always bought tickets to Dublin and just didn't bother with the last leg. That meant I needed to have my bags taken off at Manchester so I just notified them at check-in. It was never a problem.
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