I’m confused

What do we do with our luggage while on the train??

We have a party of four and will be travelling on a Scandinavian Rail Pass between several cities. My question is this: when we want to go to the dining car for a meal, what do we do with our luggage?? Can we check our bigger bags, and then just take our smaller carry-on pieces to the dining car with us? (sounds cramped). Or is there a way we can lock up our luggage so we can "roam" the train?
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