The instructions on the FZ website are misleading and far from accurate, learnt it first hand from a friend that flew them BEY-DXB to catch a BI flight on 2 separate tickets.
At BEY they refused to tag through the bags despite showing them the print out from that site.
At DXB they first directed him to a desk that asked for 80 dollars (think it was the Marhaba service) to recover his bag and check it through to BI which he refused, cleared immigration (has an Aussie passport), collected his bags and caught a cab to T1.

On return, it was the same story with BI in MEL. They refused to tag through to FZ.

Interlining between EK and FZ is limited to specific destinations and require a minimum of 3 hours between flights: http://www.emirates.com/english/plan..._flydubai.aspx