hk7ju - You should be able to do what you described at BKK, they are pretty soft there - unlike the CX agents in HK. In fact, you can even insist on getting your second boarding pass in HKG transit.
Simply ask them to tag the bags to HKG only. Tell them you'll off load them to a friend. Whilst luggage has to travel with the passenger, the passenger doesn't have to travel with the luggage, right?