[Dawdy]

Personally I think you played this hand correctly.
You have AJo, not a great hand but deff worth the preflop raise. Getting called in 2 spots is fine too.
You get one of your dream flops.
I mean lets face it what could you see with AJ thats better, realistically. You arent gonna get your run or full house very often and anything which involves the Ace could mean you have kicker trouble so pairing your 'weak' card is purrrrfect and having this 'weak' pair being top pair and having the best overcard your in heaven.
Now whats he/they likely to have with a J52 flop? Due to your raise preflop we can discount 2 pair as all these cards are too far apart. Trips? Unlikely to be trip jacks and I dont see trips behind every bush so I wouldnt put them on 5's or 2's either, combined with the fact few players would call a preflop raise with a pair of 5's or 2's.
BB checking is the most dangerous part of this hand imo. Hes the only one who can bust you out. CO all in, as it turns out is a pure bluff (at the time). Your calling a bluff when you are so far ahead is to your credit. BB folds, phewwww.
Your unlucky he got runner runner. You still have 1k left and its early.
You have to take advantage of these early oppertunities or you will not make the money.

Dawdy