It's a bit of a PITA but far from awful. Just allow enough time if doing separate tickets to account for claiming bags from HA and rechecking with DL at HNL. I've done this several times** and usually allot 3.5-4 hours between the arrival of my HA island hopper flight and the departure of my flight to the mainland on another airline, which is more than enough time if things go smoothly but also allows a little bit of flex if the HA island hopper is delayed (or if your bags end up on a flight or two later, as has happened to me before).

**I've only done this on my return. I've never done it inbound to Hawaii. I've always either flown directly into the island I'm going to, staying on Oahu, or had a through-ticket that didn't necessitate claiming and re-checking bags so I cannot speak to that experience of doing OAL to HA at HNL on separate tickets. I can only speak to the experience of doing HA to OAL at HNL when on separate tickets.