What OP seeks to do is easily accomplished and many people do it for all manner of different reasons every day.

Simply bring the bag to check-in and check it in as you would if you were originating at ATL. It does not matter whether you have bags checked through from the first segment. If your "new" bag takes you over your allowance and waiver, the agent will collect the fee.

Not sure where the warnings about security issues come from as there are none and I doubt that anyone here can point to an issue that has arisen on the specific facts OP presented.