You will have to make a choice as to what you want to do. If you put the yellow tags on your checked bags, they won't make it out to the public baggage claim area. They will be pulled right away, as they come off the plane, and put aside for DME delivery. But, that delivery could be at 2 am or first thing in the morning. Or, if you don't put the tags on your bags, you can head to baggage claim and get them yourselves. It all depends on what you want to do. If you pack your carryon with what you need for the night, early morning, you can have your bags delivered in the morning. If you go that route, just tell them at both DME checkin and at the resort at bell services that you want to have your bags first thing in the morning...around 7:30 (or whatever time you want).
But, you can't put the yellow tags on when you leave home and then change your mind to getting them at MCO baggage claim.