Combining rigid body shapes

I’m fairly new to Unreal and I’m trying to figure out how to do something that was straightforward when working directly with PhysX. I’d like to have a rigid body composed of multiple boxes (several dozen at least). For example, I’d like to make a table out of 5 boxes; 4 boxes for the legs and 1 for the table top. Is there a performant way to do this in Unreal? Essentially what I’m looking for is a UBoxComponent that can contain multiple boxes.

If this isn’t a supported scenario, then is there an easy way to use my own PxRigidDynamic with a component?