You can Export all from Maya with Separate Piece. Make Sure All are freeze … all The Attributes should be 0 except scale that will be 1.
Now In unreal select all and Drag into the viewport and make all attributes 00 same except scale what should be 1 or you can change it.
Now In World Outliner Select all mesh and Group them.
Done…!
Or You Can Combine All Your Mesh Inside Maya And then Export. But that will Not Give You Proper Freedom.