Attach actor to skeletal mesh without socket?

I doubt that works, but you could make more sockets, one for each main part, (Upper body, lower body, upper arm, lower arm, upper leg, lower leg, head)
And then just attach the projectile to the closest socket on hit. (As a very rough idea).
What im not sure about is how to orient it correctly in the trajectory direction. I guess you have to model your projectiles facing all a certain axis, and then you can set rotation of the socket at the event itself by using the rotator of the projectile.