I would recommend not interlining on the way into GRU, as I would not trust TAM or GOL to properly interline the bags. You will have to stand in line at the ticket counters to get a boarding pass anyway, so it would be better just to recheck it at the TAM or GOL ticket counter. In my experience, TAM is a bit more generous with baggage limits than GOL. I successfully talked TAM agents into allowing my rollaboard as a carryon on a few occassions, whereas GOL is a bit more strict. You also might consider having your bag wrapped in plastic at the wrapping kiosks set up near the ticket counters, but I never did this and never had any problems with checked baggage loss or pilfering. YMMV.