It is really no problem. I have even done this between an offsite hotel for the dropoff and a WDW hotel for the return. Mears is the company you want to use. When you get off the plane, go to the nearest Mears counter.
You are purchasing a roundtrip ticket that is the same price to any WDW hotel. I wouldn't even mention it when you leave the airport. Just make sure you call Mears the day before you need to be picked up and tell the dispatcher where you need to be picked up from and when your flight is and how many in your party. They will give you a pick-up time and that's it.
Another option, if you have more than 3 folks is one of the towncar services many folks talk about here. We have used Tiffany before and gotten excellent service. It is a direct ride and less expensive than Mears for 3 or more people.
As far as transferring luggage. That is also no problem. Just when you check out of the Dolphin, tell the luggage service that you need your luggage moved to BWV, then go to the parks. It's as easy as that. Your luggage will be delivered over there by the end of the day.
I hope this helps!!
Carol