As you go to book the luggage transport service, you can choose where to pick it up. If you choose ‘Deliver to station’, these are the options you have:
(plus a few more stations of the Gornergratbahn, which I am certain are nonsentical options).
In principle, deliveries are made to all hotels, but it is up to the hotel if they accept those kinds of deliveries. To be sure, check with the hotel directly. The cost for to-door-delivery is higher than for pick-up at the chosen station/bus station.