Can you do it without checking bags? If you can connect without checking bags, you can do it no problem.

When you arrive into SJO, you're dumped directly into the terminal building.

If you're connecting, in theory you could just walk right over to the departures gate and ask to check in with the gate agent.

You're not specifically directed to head towards security or the customs/immigrations.

In fact, after arrivals into SJO, if I'm near the back of the plane, I'll head over to the food court to get something to eat while the immigrations line shortens up a bit.

Immigrations line takes awhile, there's only I think 10 positions for processing arrivals. Usually they only staff 5 or 7 of those positions, but I have seen them staff all 10 if the line get's really long. IIRC they are remodeling and removed one of their gift shops to make room for additional line space for immigrations.

If you must check bags and they can't be interlined...

Once you clear immigrations, you head downstairs to pick up your bag and go through customs. I have never seen an "inter-line" baggage belt for connecting passengers.

You'll probably have to go through customs and then head back upstairs to check in again. Don't forget to pay the $26 airport tax prior to check-in! Pay in cash or with your Visa card (beware that Visa processes it as a cash advance!)