Nothing to be done in advance.

If you have checked bags you might get lucky at TUS and find an agent who will tag the bags through and get you BPs, but they don't have to and they might or might not.

Even if you do have UA BPs you'll want to talk to an OZ agent to get them swapped for a "local" BP once in LAX.

And, FWIW, this is not a function of award/paid or not, just the way things work with multiple tix.