MSP-MCH-SVO

We're traveling from Minneapolis to Munich this summer to meet friends
from Moscow for the World Cup. We're then planning on traveling to
Moscow for a week. I'm looking at two round trip tickets: MSP-MUC-MSP
and MUC-SVO-MUC on two different airlines. My question is, when
returning from Moscow, we'll need to change airline carriers in Munich
(Aerflot to NWA) and I'm assuming I may not be able to check our
luggage all the way to MSP. If this is the case and we have to pick up
our lugage, do we have to clear customs in order to board our next
flight? And if so, how much time should I allow?

Thanks,
SDK