Checking bags through on a separate connection is really easy in the TK system.
Most of the time, this will be no problem. Just be sure to have your flight numbers out when you check in as not all stations have the possibility to check OAL flights for outstations.

If the check-in agent doesn't know how to do it, just ask for a supervisor. Of all the TK flights I've handled, I think there were only 2 or 3 cases where a pax could not check through his bags on a separate ticket.