Collecting baggage when transiting & quarantine rules

I'm arriving to the London Gatwick Airport to change plane when returning from Canary Islands. However, I will be self connecting the flights so I will need to pick up the luggage myself, and then check-in again. As Spain (Canary Islands included) is removed from Border Rules exempt list, and travelers are subject to 14-day quarantine, will this affect my second flight from Gatwick?
UK COVID-19 Travel guide states that people transiting airside are exempt from border rules, but as I have to collect the baggage, I think I will need to pass the Border Control. Can I just check-in normally and proceed to my next flight?
I'm travelling to Finland and I'm finnish myself
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