I would call DME to be on the safe side. Someone should have the number..I don't have it at hand.
You don't need the luggage tags, but you do need to be in the system. Otherwise, you won't be allowed on a bus when you get to the DME area. At this point, you won't get anything from DME, but if you call them, and find that you aren't in the system, they can put you in. That way, you will be able to check in at the DME area and get vouchers printed up for the bus. If you want to, you can head to baggage claim on your way to DME and get your own bags. Or, you can just give your baggage claim receipts to DME and a description of the bags, and they will send a CM to baggage claim to get them for you and deliver them to your resort.