I do this all the time...when the cheap seats on the AUS-DEN or SAT-DEN are all gone and I end up buying AUS-DAL connect to DAL-AMA-DEN or DAL-TUL-DEN or DAL-OKC-DEN or even DAL-ABQ-DEN if I am in the mood for a roller coaster ride thru the thermals over the New Mexico desert in the summertime..
Check in on line 24 hrs before your first flight. That usually gets you a higher A group number....here lately it has been like A45 to A50.
You can check in for the connecting flight at the same time. Typically this will be 26-27 hrs before flight departure (depending on how long a layover you were scdheduled for).
This usually gets you a better A group number..I had A17 going and A31 returning the other day. (I did AUS-DAL-TUL-DEN and DEN-AMA-DAL-AUS, both with connections at Love Field). Exactly what you get depends on how many Business Select and Early Bird $10 preboards they have signed up but I have yet to end up in the B group unless I forget and check in less than 18 hrs before the flight.
Good luck, have a pleasant flight.