Originally Posted by FedUp2

Going by your posted location, I presume you are an Indian citizen? If so, it may be less painful to simply have your bags checked through from DXB to HKG (or BKK), then clear immigration normally as if BOM were your final destination and then go up to the departure level and check in with CX at their counter. Downside is that you will have to clear immigration twice unnecessarily, but the process may well be quicker and you will not have to surrender your passport to an unknown person.