If you "change" your existing reservation, i.e. the reservation number stays the same (which is what should happen), your luggage should follow along, using the original yellow tags, without you needing to do anything special. The yellow tags have a bar code and the resort name on them. The barcode is your confirmation number and it's that that is used to direct your bags to your room. The resort name is only there because guests think it should be there and as a vain backup attempt in case the tracking system fails completely.
If you call DME and ask them what to do, they'll tell you to mark through the name (if you want), but don't touch the barcode. They may or may not suggest you write in the new resort name (it shouldn't matter whatsoever).
If for some reason the confirmation number does change, don't use the yellow tags. Instead, when you get to the DME desk at MCO, give them your baggage claim checks and they'll send someone up to baggage claim to retrieve your luggage and sent it to the resort.
Also, as mentioned, there's no need to worry about magic bands either. They'll work just fine at the new resort, since they are merely keys to get into your
MDE account. There's nothing actually stored on them.
Steve