So just to be clear:

Scenario A (your bags are checked through to CDG)
yes immigration into Schengen area
remain airside
no re-clearing security
yes access to Schengen lounges (with showers)

Scenario B (your bags are not checked through to CDG, but only as far as MUC)
yes immigration into Schengen area
collect bags and exit landside with bags
re-check bags at check-in
double back through security (use priority lanes on the right)
go to Schengen lounge as above