We left ours at the front desk at each resort.
One of our attendants is a Disney CM and used to work concierge services at a couple of the resorts. He said that it is EXCEPTIONALLY rare that Disney loses something like this. He told us to trust that it would work, and it did. Everyone got their welcome bags, and loved them.
I used those "Print your own name-tags" that have the pastic sleeve and you print the card and slide it into the sleeve with the pin on the back. I used those to pin the bags closed at the top.
On the card, I listed the guest name, resort (more for us to sort bags than for them), confirmation number, arrival date, and "If the bag cannot be delivered please contact Rob ___ at (cell phone number).
It worked beautifully.