OK
So I can add a bit of trace to the SClassPickerDialog::Construct() call and I see
Pick class
new asset default clss Actor ClassIdx
adding new asset default clss 0
new asset default clss Pawn ClassIdx
adding new asset default clss 1
new asset default clss Character ClassIdx
adding new asset default clss 2
new asset default clss PlayerController ClassIdx
adding new asset default clss 3
new asset default clss Game Mode ClassIdx
adding new asset default clss 4
Add modal window
So it looks to me like the picker dialog is getting the correct list of things to populate the dialog but the problem has something to do with the dialog itself