I've definately never seen a BB escorting a convoy. I can see why too. I don't really think a BB would be very pointful as an escort since the most threatening thing to a convoy would be a U-boat, and BBs aren't equipped to deal with them, while DDs are. Besides, it would be a bit of a waste of resources allocating a rather large and expensive BB to escort a dozen or so merchants.
Or at least that's my thoughts on the matter, I have no idea how it went historically.
