You can check your bags thru to FRA on your return and telling the staff that you need to take somethings out to give to a friend who you will be meeting at FRA airport and will check your bag in again to DME.
You will then need to physically collect your bag and exit. Then you can check in for your new LH flight .. making of course no mention of your 'continuing' flight to DME.
As your FFP is UA, LH won't know/care that you're 'supposed' to be on your way to DME.