Interlining from MAD to CDG to BOS

I am planning on taking a flight on airfrance from Madrid back to CDG where I fly back to the US. Does anyone have experience interlining their bags on two separate tickets. I have an airfrance ticket from MAD to CDG, and a Delta ticket from CDG to BOS, on the same day. The connection time between the flights isnt horrible around 3h10 mins but I'd like to save myself the rush. Has anyone done this before, and is there a way I can do this before going to the ticketing agent in Madrid?