if your DME tags don't come before you leave just make sure you have the DME reservations, then make sure you can uniquely identify your checked baggage, and be sure to keep the checked baggage claim tags. When you check-in for DME at MCO they'll want to know what your bags look like and what the baggage claim numbers are. They'll be able to get your bags for you with that information.
Otherwise, you can collect your own checked baggage and take it with you to the DME bus.