It was all much easier. Upon check-in with Olympic at the island airport I asked about short checking to ATH because I was hoping to catch the earlier connecting flight. They simply changed my booking to the earlier Aegean flight from ATH and checked my bagf through. No fee charged. Perfect!

Whether that is by the book, I don't know, but it didn't seem complicated. In any case, they saved A3 money. No second check-in, no fast lane security at ATH, and I spent 80 minutes less in the lounge. :-)

YMMV!