To speed up compilation of the engine itself, in 4.15 Epic stopped including Engine.h and UnreadEd.h and included just the headers they actually needed.
My guess would be either you included one of those monolithic headers yourself, or (more likely) you included an engine header that itself includes those monolithic headers. If the latter is true, then your compilation times should speed up when you update to 4.15 (wait until it’s stable before migrating a production project, though!)