I haven't read Dragon Heist, so don't know if the other details in the module would support this idea, but I kind of like the idea of using a session one TPK as a prelude to a short, 'The Sting' style campaign.
Session one, the party ends up somewhere they really shouldn't be, encounters the big-bad, and decides 'if we don't kill him, we don't get XP!', so attacks. They get wiped. DM announces, "If you're still interested, bring a character for next time who knew and admired one of the characters who were just killed."
The next session introduces the new characters at memorials for the dead characters. Some NPCs express anger at the big-bad that he/she/it won't be brought to justice for the killings; most just express their disappointment, 'such a shame', that sort of thing.
The party gets together with a sympathetic NPC to figure out what to do to get justice/revenge. It seems pretty clear that they can't just attack the big-bad and go for a killing of their own -- the big-bad is clearly powerful, plus the NPC points out that the big-bad has connections and will just be brought back from the dead even if they miraculously succeed. No, what they need is to hurt the big-bad in a way that can't just be bounced back from, preferably while making the big-bad look foolish in the process.
They need to swindle the big-bad out of his/her/its greatest treasure.
Begin campaign. I know I'd be excited as hell for something like this.
--
Pauper