I would just plan on leaving enough time at YWG to claim your bag and recheck it for the start of the new itinerary. Perhaps, depending on the time of departure for the YWG-MSP-AMS-CPH, even traveling to YWG the day before and getting a cheap hotel nearby for the night. This greatly reduces the risk of your bags getting lost in the process, as well as giving you plenty of time to get to YWG in case of IRROPs.