PIE loads all object and retain all object in memory (no garbage collector - or not as in StandAlone).
- Make sure that all of your object are clearly references somewhere / add the directory that are containing dynamaic loaded object (loadobject from C++) in the cooking parameters so they are taken into account
- Make sure that all C++ BLueprint references are on the generated class ("_c") and not the asset as it won’t be there in the cooking
- Make sure to not use “Editor” classed in the game as the API won’t be there when cooked.
As a general advice, test regulary your cooked game and don’t account on the PIE to final test your game. Last, if you are doing multiplayer game, the replication / loading sequences can only be “really” tested in the standalone game. You will see a lot of issue in the Standalone game linked to replication as in PIE it might always go as you expected and in “real” situation, you may have lag and some piece might be loaded before you got the real information (like HUd loads before PlayerState is fully replicated etc…)
The testing of the standalone part should be taken into account in the development time ^^
PIE is great so Single player and multiplayer (for those who are coming from UDK, there is a major improvment in UE4).
good game & good luck