I did it using the following steps (with UE4.6.1):
- close Visual / UE4 Editor
- remove the class .cpp and .h from disk in explorer
- remove everything in Game\Binaries
- run GenerateProjectFiles.bat
- open UE4.sln
- get back to normal coding activity
If you need to rename a class you can rename the files on disk instead of step 2 and 3 (and then adapt the code to get classname matching filename)
Hope it will work for you too.