Don't do it!
No one should enter the UK on a visa for the first time through Dublin.
The reason being that there are no immigration controls at all between Ireland and the UK, which means that when you arrive in the UK, your visa will NOT be stamped showing the date you entered the UK (it is illegal for them to stamp it).
If you have a spousal visa, without that stamp, you will NOT be allowed to pick up your BRP card from the post office. Someone from Australia apparently entered through Dublin a few months ago and when they went to get their BRP, they were turned away because their passport had no UK immigration stamp in it.
If you have a fiance visa, your passport will not be stamped to show the date you entered the UK, which could affect future visa applications.
I entered the UK through Dublin last Friday morning and I can confirm that there are no immigration controls. I'm British and my UK passport was looked at by Irish immigration, but when I arrived in the UK, there were no passport checks. I walked straight to baggage claim and then out of the airport.
