I just used the following setup in a clean project. This blueprint is placed in the default character blueprint for the First person template. This works on my end (Hello is printed to the screen when pressing the back button on the Gear VR Headset).
It is important to note that you must have the phone in the Gear VR headset for this solution to work. If you are using the developer mode (testing without the headset) the button on the phone will cause you to back out of the application.
