Your relatives can transit airside in London, provided the fly on allied airlines like British Airways and American Airlines or other airlines of the same alliance and they have their baggage checked through to Dallas. They will be transported by dedicated airside transit buses should arrival and departure terminal be different. All without the need to pass British immigration and customs.
http://www.youtube.com/watch?v=BVPBtU2TU... .. On arrival at Dallas they will need to present a filled Arrival/Departure Record Form I-94 to the immigration officer. After they have cleared immigration they can claim their checked baggage and present it to custom with a CBP Declaration Form 6059-B. It depends on the procedures of the airline they fly which where they will be issued those forms.
It could either be at check-in in New Delhi or when they get on board the plane to Dallas in London. http://cbp.gov/xp/cgov/travel/id_visa/i-... .. http://www.cbp.gov/xp/cgov/travel/vacati... ..
It will be on London my friend. That's the SOP for that situation.
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