Denver is, in fact, one of the airports where the passenger transporting a gun in checked luggage does escort the luggage to the TSA check-in. Baltimore, on the other hand, is an airport where it's checked in at the ticket counter and then is "gone."
I travel a lot and individual airport/airline procedures do vary. That is why it is very, very important to check the airline/TSA procedures as close to your travel date as is possible. They are updated periodically.
TSA locks are permitted. I use a hard sided Samsonite suitcase with built in TSA combinations locks. I use a hard sided pistol case to secure the gun and ammo; it's inside the suitcase, of course. The pistol case is secured with a TSA cable lock.
I also use a trigger guard lock and the internal lock on my 642. These are not required, but I want to make it a bit difficult for someone to use the gun in the hugely unlikely event it is stolen/lost. I also prominently display my name and cellphone number inside the pistol case should any question(s) arise.
I use a Federal ammo case in which ammo was purchased. It holds twenty (20) rounds and fits easily inside the pistol case, too. Most airlines (all?) insist ammo be packaged separately and suggest original packaging.
These practices have never resulted in a problem for me. In the recent past I have flown to/from the following airports. LaGuardia, Denver, Washington-Reagan National, BWI- Thurgood Marshall, San Franciso, Boise, Spokane, Key West, Bradley International, Boston, and Charlotte.
As always, I hope this info is useful.
Be safe.