Easiest way to activate my Tier 4 dependent visa

[Saman.NJ]

Hi everyone,
I'm currently on Tier1 (expires on 22nd Oct) and also got Tier 4 dependent visa issued on 22nd of September from outside UK. I came back to the UK on 2nd of September (my work holiday was finished) with my Tier 1 visa and I have to activate (leave the UK and come back with) my new visa. My question is, what is the easiest way to get out of the country and come back? I'm on a non_EU passport so need Schengen visa to go to the continent. But can I book a flight, do online check-in (for both ways ) and get on the plane, go through the connections flight/transit area in the destination airport (obviously it needs to be a big airport) and return without having a visa for that country? I'm just not sure whether the airport security would check for my visa before getting on board at the gate. If I can a pass that step then I'll be fine I think...

Any idea?
Many many Thanks,