I've transited PVG on a MUC-BKK ticket It was LH to TG.

As everyone has said, I too found the idea of "transiting" PVG was non-existent.

I had to wait in line an hour to clear immigration at PVG and then claim bags and pass through customs and then go back upstairs to check in at the TG desk and pass through security again.

I would suggest an alternate as well.

If you arrive PVG on-time, you will most likely have to wait in the main check-in lobby landside for the UA counter to open up.