Create a destructible cube or whichever mesh you like in content browser > Put it in the level > Add Impulse(small enough to just break the cube) in level BP to explode the mesh > Keep Simulation Changes. I havent tried this myself but this should work i think.
Yeah, you need to break it first with an impulse then wait for it to settle into a rubble, and then keep changes if it looks like you would expect. If not, change its rotation or impulse amount, etc. to break it again and get a different looking rumble. What Ori suggested should work as well, i had forgotten that we could import custom made chunks in destructible mesh editor.
Looking at your album that is working as intended. If you have a base mesh , in this instance your wall, that is setup with your FBX chunks and you destroy the wall while the game is running the simulation will revert back when you stop the game.
The simulation may be slightly different every time and not result in the objects always being in the same place.
If you need a setup like that it may be better solution to import several chunks as static meshes and set them to a collision type of Physics Actor. You can place them in your scene in the position you want them to be and when a player or other object collides with them they will move. This is similar to the white physics cubes in the first person template.