Do you need a visa to enter Korea?

Probably they will, I have only once been in a situation where my bags haven't been checked through and I have travelled multiple airlines on second tickets at least 30 times. I just say check it through to my final destination and give my forwarding ticket, then at the transfer desk getting your second boarding pass make sure to give your bag tag. Ive had to retrieve and check in once in Cote de Ivoire and that was more because of their unsophisticated baggage handling system.

Bottom line is that if they do you are fine and if they don't you need to pick them up and recheck so if you don't need a visa you can do that pretty easily.