This link suggests exporting to the desktop and then re-importing. I cannot find an export option.
Another post at the same link says:
If you try to Reimport from the context menu, right-clicking at the asset, it will ask you for a file. You don’t want this if you have the asset from the marketplace. Therefore, press that button in the static mesh editor.
When I press the button in the static mesh editor, it asks me for the original FBX file which, obviously, I do not have.