Don't take too much comfort from the stories where it worked out. A previous passenger in your circumstances may have been lucky, but you may not get the same check-in agent who would check your bags through.

You'd be advised to do as much as you can to mitigate the potential downsides of self-connecting by allowing yourself sufficient time during the connection to deal with late arrival, late baggage delivery, long immigration lines, all of which could cause you to miss your onward flight.

Or else travel without checked luggage!