Even though AA will through check your bags and give you connecting boarding passes, it is worthwhile to check-in at the CX F class ticket counter. Show them your baggage tags, they type them into their computer system to make double-sure they get on the flight and get an early handle on any bag that may have "gone missing" while under the care of the originating airline. Also, they actually track each bag down, put F class baggage tags on it, and segregate it for expedited handling upon arrival at HKG.