Bit-interleaved coded modulation (BICM) is a sub- optimal scheme from the average mutual information (AMI) point of view due to independent demapping. However, this AMI loss can be neglected for signal constellations with Gray mapping at high coding rates. AMI of amplitude-phase shift keying (APSK) constrained additive white Gaussian noise (AWGN) channel is provided in this paper, which shows that the BICM scheme has considerable loss with APSK constellations since no Gray mapping exists. Bit-interleaved low-density parity-check (LDPC) coded modulation (BILCM) is an excellent scheme and has been employed in many broadcasting and communication systems, however, such scheme also suffers from the independent demapping loss. Therefore, BILCM with iterative demapping and decoding (BILCM-ID) is proposed in this paper to overcome such loss. Simulation results show that the BILCM-ID scheme outweighs BILCM scheme by about 0.5 and 0.3 dB over AWGN channel for 32-APSK constellation at coding rates 2/3 and 4/5, respectively.