I also am trying this, I think its not really implemented properly yet so far,
What I do is in c++ grab the widget I want TakeWidget() and then use SlateOperations.SetUserFocus() to set the focus to that widget, this lets me use my gamepad, although I have no idea how to change the visuals of that dashed edge you get.
My guess is we have to either learn Slate or wait for better support for UWidgets