Unless you have perishable groceries that you need to transport (because Disney Bell Services won't refrigerate them for you anymore),* the best way is what
@WaitingforDisney described. Drop your bags with Bell Services at OKW before you head out for the day, and let them know you need them taken to AKL.
After you're done in the parks -- ideally, well after the 3pm (for regular rooms) or 4pm (for DVC) check-in time, and/or after you've received your "room ready" text -- head to AKL. The Bell Services desk will be directly to your left when you step inside the main entrance at Jambo House. (I'm not sure where it is at Kidani Village if you are staying there, but it should be conspicuous and easy to spot.) Some resorts will let you pick up your bags from Bell Services yourself, and some (I'm looking at you, Poly) will tell you to go to your room and they'll bring them to you. Either way, a $1-$2 tip per bag is appreciated at the time you collect your bags or get them delivered.
*If you _do_ have perishables or otherwise feel the need to transport the luggage yourself, the best way to do that would be a rideshare. Last I knew, Disney does not allow guests to bring luggage (by which I mean suitcases - backpacks are always fine) on the park buses.