The easiest solution would be simply to use planes. There’s plenty of information to be found on that, including a video in the following thread: https://forums.unrealengine/showthread.php?13503-Good-Approach-for-Creating-Hair&highlight=hair+planes
Edit: Here’s a direct link to the video (it’s demonstrated using Maya, but can be easily accomplished in any software): ?v=6Wi4-fdeYyM