Yes we did and it was a piece of cake. Since I was arriving at 10pm I thought it worthwile to spend a few minutes to get it myself. We never pack more than we can carry, so myself and two young dd's had no problem doing this. The baggage was at the carosel about 2 minutes after we were. Rolled the bags (one each) to the ME desk, waited for our voucher and then on to the line for the bus. Driver was very helpful and loaded the bags under the bus and had them waiting when we got to AKL. Same thing on the return as SWA isn't a participating airline for the return flight. LIke I said earlier the problem for us was no bus at MCO and a long time to get vouchers as ours were mailed incorectly.
eta - don't put the yellow luggage tags on your checked bags if you want to transport them yourself.
TJ