I suppose the separate flight to MUC is on KL too ?
If yes, it should be no problem. But you always have to be prepared for an agent saying no because of a bad mood or because not trained for that (although it takes less than a minute for a trained agent to do it).
Also, you cannot merge 2 PNR. You can annotate them to refer the other one but this is totally useless and do not add any protection in case of mis-connection.
Finally, when you connect in AMS, stop at a customer service desk and show them your bag receipt and BP to MUC so they can double check that the bag info is indicated in your 2nd PNR (otherwise, your bag may not be loaded on the 2nd file).