Originally Posted by njf1003

If you land at F, easy just walk out with your bag instead of rechecking.
If you land at E, more challenging as all connecting bags stay on E for the recheck. If they're small enough to go through a TSA scanner and meet carry on restrictions, just take them through security and exit either end of the airport. If not, you'd need to get them short checked to ATL and be prepared with a good reason in FCO for that.