I've changed trains 100s of times there, been in/out loads of times, with/without a bike, long/short journeys, and never been stopped. Most of the time they don't even look too closely unless you look like a troublemaker. If for some reason you do get stopped you could always try the back entrance (at the B end of the platforms, but not on platforms 1 or 12). In fact if you're taking a dog for a walk that might be a better option as it dumps you straight outside and you can head up to Victoria Square/ Chamberlain Square/ St Pauls Cathedral. The main entrance is surrounded by a car park, taxi ranks, shopping centres, confused people, etc (the usual).