You either use
1.) Single Port on Cisco to Single Port on Check Point, so 1 cable per member NO Port Channel,2 Cables overall
2.) Port Channel on Cisco to Bond Interface on Check Point. ie 2 cables from Cisco to 2 interfaces on the same Check Point that are bonded together, so 4 Cables/Ports used on the Cisco and 2 each on each Check Point Member
You cannot bond interfaces or split a bond on the Cisco across 2 Cluster Members.
You can if your switches can handle it split a Port Channel across 2 Switches and then use a Bond on the Check Point so basically the opposite way to what you trying to do currently. Again would be 4 Cables/Ports in the Cisco and 2 ports on each Check Point.