The VRNotifications component still does not function properly (as of version 4.15.1, have not had proper time to dig into Robo Recall to see if one can figure out how it was done there) - no events are triggered even if the component is auto-enabled on either the Rift or Vive.
Anyone else had better luck? Will there be official support for this?
Bug tracker for the issue, vote for it if you are interested in resolving it: Unreal Engine Issues and Bug Tracker (UE-41448)
Meanwhile you can get at least a part of the functionality working by implementing the changes in this: https://.com/EpicGames/UnrealEngine/pull/3203/files pull request.