How can I create a Sub-Object Property in my custom UActorComponent class, to access from Blueprint?

You need to make the member variable visible and editable in blueprints, here are the parameters explained:

most commonly though:
(inside your component .h)

UPROPERTY(EditAnywhere, BlueprintReadWrite, Category = whateveryouwant)
membervariabletype membervariablename;

in the object constructor, initialize it:

APlayerPawn:APlayerPawn()
{
membervariablename = blah;
}

Then in the HUD, drag off the cast of the AMyCharacter and search for the member variable name.