I have used this through-checkin facility many times (even when there are two separate tickets). However my last experience was in late 2011 and things might have changed since then.
http://www.jetairways.com/EN/US/Abou...nPartners.aspx
Reading above link, it is bit confusing.
At the top, it says that through check-in is available only if it is a single ticket (in which case international baggage allowance also applies)
However scrolling down there seem to be a lot of information about through check-in with partner airline.
However, datapoint here on FT is more reliable than their website.