This works well if you don't have any checked baggage.
But what if you have checked baggage?
If flying SFO-HKG-TPE-HKG on the same day, is it possible to ask the check-in agent in SFO to tag the bag SFO-HKG (the bag will be spinning around the baggage claim in HKG with nobody to pick it up -- can you pick it up at the baggage inquiries desk after you return from the TPE-HKG segment later in the day?) instead of SFO-HKG-TPE?, or even tag the bag as SFO-HKG-TPE-HKG?