^^I do.
Just follow these rules:
https://docs.unrealengine.com/en-US/Engine/Content/FBX/StaticMeshes#collision
In Cinema you’d set up your mesh hierarchy as follows:
Name
- UCX_Name_01
- UCX_Name_02
- UCX_Name_03
- UCX_Name_04
So all CM parts are child objects of the mesh.
Also they need to be closed convex objects, so better make sure that there are no open edges, inverted normals or concave shapes on them.
Set the phong angle to 180° and disable phong breaks just to make sure that the pieces are exported/imported properly.