2 years ago I flew FRA-BKK-USM and USM-BKK-ZRH-FRA on the same Ticket (LH), BKK-USM, USM BKK with PG, The luggage was checked thru both directions and I could use the transfer immigration in BKK.
For BKK (arrival from FRA) I booked the VIP transfer service, the airport provides. You get a PA waiting at the gate and they drive you to the transfer ticket desk and to the transfer immigration.