While not really specific to your case, TG or MU can make a HUGE difference
Read here.
In your case and no bags, I say if on TG (or any PG interline) you can CIQ and do the immigration at USM.
If on MU, likely you have to clear at BKK. Not sure even if you have a valid BKK-USM boarding pass they will let you skip BKK.
Again I'm not 100% positive.