For future readers,
Calculating the average location between 2 hand sockets and doing IK to reach this location would cause some oscillating problems, the way I did it is that I did IK on only one character and the other character would have an animation pose.
You can check my handholding template on the unreal marketplace if that’s what you want.
https://www.unrealengine.com/marketplace/en-US/product/handholding-template