Definitely cut the handles to the bags after bringing them in to avoid a potential strangulation hazard.

I'll be willing to bet that it is the SOUND of the bags (rustling) moreso than the bags themselves. Most cats are curious about plastic bags, I've even been told there is a chemical in plastic bags that is similar to a phermone (hence why so many cats are attracted to them), but when he went to investigate the bag, got it stuck around his neck, and couldn't get out... the sound of the bag freaked him out.

Can you switch to using reusable paper or cloth bags, and ditch the plastic altogether?