I'm the OP, and here's what happened:
Checked in with DL in SFO and, after the agent took 10 minutes to find out what code to use for GOL (it's G3), I got my bags tagged all the way.
During the long layover in ATL, I checked in online for the Gol flight the next morning. When I got in GRU, had to go through immigration, pick up bags, go through customs, get landside, go upstairs, change terminals, and recheck bags with Gol. They did put new tags (some bar code issue, I suppose), though.

It was the morning of Dec. 23th, GRU was crowded and Gol's lines were 300m long (it was all the way through the hallway that links the two terminals). I asked an employee where I should drop off my already tagged bags, and she pointed me the priority check in for "closing" flights, even though I was 2 hours early.

From DL's landing to my arrival at the gate for Gol's flight, it took me about 40 minutes. Gol's flight was delayed, but that's another story...