Solved by dpernes in post #8 
              
              
                If I store them in the same file - it only stores the state_dicts for each. It will not pickle the object. 

This is not true. As long as you do not call state_dict(), it will save the whole variable. Please try the following. 
For saving: 
checkpoint = { 
    'epoch': epoch,
    'model': model,
  …