You can try to weight paint your own mesh manually around the unreal bones, but the short answer is you shouldn’t.
Instead use this plugin to match your mesh/skeleton Pose to the Mannequin A Pose exactly - so there won’t be issues when you re-target.
You only need to match the rotations, not the translations. And ballpark is not good enough. You may want to take the rotations from the deform bones of the rig manually (bone roll) and apply them to your own mesh.