I just checked in on the app yesterday for two flights today.
Both flights were open for check-in, both SAS metal intra -Europe.
Connection time 1 hour, 15 min.
I don't think I used any special connecting flight feature - as far as I remember I just clicked once on the blue check-in button.
Both flights on the same boarding card (printed in CPH airport).

Add:
Just realised that I misunderstood the question.
My flights were on one ticket, so no need for the 'check-in on connection button'.