Hey joshezzell -
As long as your are making sure to check the Replace vertex Colors in the advanced roll out of the FBX Import Options, your vertex colors should appear correctly in the engine after import. You will need to setup your mesh’s material to reference the vertex color (vertex color node in the material editor). You should be able to visualize your vertex colors though by in the viewport checking under Show >> Advanced >> Vertex Colors (if you are in lit mode, to see vertex colors you will have to click on the object you want to inspect or go to unlit mode and all vertex colors will show).
If you are still having a problem and want to, feel free to upload your blender file or the fbx and we will look into the issue for you,
- Eric Ketchum