My suggestion would be to ask the agent at the counter to put a priority tag on
yout bags.. this way you get them back first. No one really checks who
walks out with a bag. You are better off not leaving the bag at the airport.

I used to do this in the past but the local baggage claim staff knew me
and my luggage well. They used to pick it up and hold it for me, but I
would not take a chance anywhere else.