Quick follow-up: I decided to try this out at EWR yesterday. I bought a couple of things at CDG Duty Free which I couldn't easily get in the US (but which were, IMHO, overpriced), and didn't have a checked bag.

The CDG Duty Free staff put the booze into the tamper-proof bag. When I went through security at CDG, I just put that bag in a tray and was on my way (I'd bought shortly after passport control but before the US departures security).

At EWR, since I was over my personal exemption, I checked that box on the Global Entry kiosk and got sent to have the booze x-rayed (no, they didn't make me pay duty; I wasn't expecting them to, but didn't want to do anything to jeopardize Global Entry, either).

I used the C3 PreCheck checkpoint, and told the x-ray belt screener that I had a bag of duty free. She ran it through, then opened the bag, scanned each of the bottles in their liquids explosive gadget, and then sealed it back up in a new bag for me.

No problem, no hassles.

^ for once for a program that worked as intended!