Yes. Enter the terminal building through gates 5 or 6 and you'll see the banks of Jet Airways check-in counters more or less in front of you, a little to the right. Not sure where the premiere check-in counters for BOM-BKK are, but if they're the same as the ones for Jet international long haul, they're the last rank on the far right.
There are fast track lines for both security and immigration.
I've never flown Jet business to BKK, so not sure of getting priority immigration there, but going by their practice on other international sectors, you ought to get it.