Indeed it was not the correct thing to do. It was back when I was a fairly new second officer on the 747-400, so I didn't have a clue what was going on anyway. It was the end of a long flight and the whole go-around and subsequent procedure was a bit of a balls up. We had a new FO in the right seat that wasn't on the ball either, and no-one seemed to realise that that there was a procedure to follow, not even the London based Captain. So we turned downwind while we tried to get the radios back. It was not safe to land as there was a BA777 vacating 27R ahead of us, and it was marginal as to whether ATC would have cleared us to land or not anyway.
What we should have then done was fly to Chiltern and followed the procedure. It was 06:05 in the morning, just after the curfew so it was very busy and as we turned downwind we saw the whole line-up of lights on approach. The Captain decided that we would just find a gap and turn in after them! Yes, not the safest thing to do. However mid-downwind our radios came back and we got East Midlands tower (!) to transfer us to an approach frequency. In the end they took us down further, vectored us under the 27R traffic for base onto 27L. They never said a word about wrong procedures and seemed calm and collected about the whole thing.
In hindsight we should have known about the procedure, and we should have used the SATCOM to phone the ATC, although in the end we weren't out of contact for more than about 4-5 minutes. Probably one of the more interesting flights I have had!