I ran into this, figured I would share. Since the entire contents of the Unreal code base are not exposed the intellisense error reporting in visual studio barfs and fills your error output with useless information about not finding headers. Here’s how you disable it,
Tools\Options\Text Editor\C/C++\Advanced
Look for the Intellisense section, and “Disable Error Reporting”
Might be worth documenting somewhere.
We have some recommended settings listed here:
Unless I am mistaken, I believe the last one hits on the same points you are making here, but solves (or works around) it in a different way. I can see about adding your method as another possibility.
Cool, also it doesn’t look like that page is linked off the Programming parent page. Explains why I didn’t see it.
That’s definitely an oversight which I will fix. It’s linked from the getting started page and a few other places. Not sure how I missed the main programming page. 
This hasn’t been fixed yet, would be nice to have this figured out. Thank you!