I'm not taking any checked baggage. I have connected airside between both terminals in the past, and it was not an issue (you just take the skybridge that connects both international concourses). My primary concern is necessary pre-departure security checks (which are different for flights to the U.S. than intra S. American flights). I have had no problem in the past doing an airside connection from a flight arriving from the U.S. to a regional flight. However, I worry that there may be an issue with flights departing to the U.S. Sadly, the folks at DL are clueless (weren't even aware that GRU had sterile transit capability).