First off, there is a "sticky" at the top of this board that gives you all the info about DME and trying to use it for baggage only. The subject can get very heated, so that is all I'm going to say about it.
Second, you don't use Magical Express for your bags going back to the airport. You check in at RAC--Resort Airline Check-In. It is just like checking in for your flight at the airport. They take your bags there and you don't see them again until you are at your home airport.