I’ve a few models I wish to play around with in unreal and wish to export them from blender, the issue is these models are build up of different parts in blender and arn’t joined. Is it possible to export selected and put it together in Unreal or better to join them all as one mesh in blender and export? (same goes for textures and materials I guess?)
That said, are there any good tutorials on how to export from blender to unreal?
It depends on the mesh. I personally would put them together in blender or when they are in one fbx file you can also just select “combine” in the import settings. 
This tutorial is pretty helpful: ?v=JR7CAHxGBcY
You can export them in parts if you preffer so and combine it in blueprints. select the part you want to export and then when exporting chosing the name check export selected.y
Also the good point is that all the objects have the root point in the exact place so if you put them in a bp the will appear perfecly alligned
://i1380.photobucket/albums/ah198/Krzysztof_Kantoch/export%20object%20blender_zpsiyutx8kl.jpg
theres a post here a made a door with 3 parts exported separatedly to animate it in blueprints https://forums.unrealengine/showthread.php?68767-Free-Simple-Space-Blast-Door-(No-texture-Yet)&highlight=blast+door hope it helps
Or if you want them also as single object (like guns for example) you need to rig and animate it to have moveable parts