No, use of cheques as a medium of exchange or for any purpose other than gaming violates Federal law, violates Nevada Gaming policy and the burden of proof is on a bearer that he personally bought or won the cheques in a game. If you can't they will take your cheques and tell you to go to Helen Waite.
We're talking about rat-holing here not giving them to another person. At the point where they try to confiscate your chips you simply ask for a receipt, inform them that you want the security tapes of the tables you've been playing on held and phone your lawyer. If all you've done is rat-hole, then you'll have no problem showing that you legitimately bought/won all of the chips in your possession.
RJT.