In Unreal, the term “skeleton” essentially means “name of bones, and which bones are parented to what other bones.”
So, you can use different skeleton-objects (or maybe different scenes) in the source tool (blender, maya, etc) as long as the naming and hierarchy is the same.
I have not found a way to make Unreal import a file with many different skinned meshes as several different meshes mapping to the same skeleton. That doesn’t mean it can’t be done – I just didn’t look very hard 
But splitting the file and exporting each separately works.