Hi Wolf5659,
You’ll want to set the flag for “World Support” to true so that your wall is environmentally supported by any static geometry it’s in contact with.
You’ll also want to use support depth of 1 to have chunks stick together until they’ve received enough damage to break free. If you leave support depth at 0, the initial damage that is enough to fracture the mesh will break the entire destructible.
You can also see this project here that I’ve made a while back that is examples of some of the settings available in DMs. [TUTORIALS] Photons Be Free: Mini-tutorials and other curiosities - Community & Industry Discussion - Epic Developer Community Forums
I have a few other DM related tutorials and setups in there as well. Feel free to post any questions there and I’ll answer when I can with some examples to help others as well. 
I hope this helps.
Tim