Hello Nevans
Firstly, welcome to the SBB Community.
There is no option to have your bags delivered to Wengen within a reasonable amount of time. The station-to-station transfer requires 2 days.
I suggest taking the bags with you on the train. There are direct trains setvice from Zurich Airport to Interlaken Ost. It is not an impossoble undertake, all Swiss locals do that.
Kind regards,
Roland