Is it possible to get Datasmith Direct Link working in a packaged project without using a shortcut?

I have enabled Direct Link in my project and in works perfectly fine in PIE.

The documentation for using Datasmith Direct Link states that, in order to get it to work in a packaged project, I have to create a shortcut and add the “-messaging” parameter to the target property. This also works fine, but my question is:

Is there another way to get this enabled without using such a shortcut?

In the project settings I found the “Enable by default” setting under UDP messaging. This one looks exactly like something I was looking for, but sadly with this enabled it still only works with the -messaging shortcut.

Currently I use Development builds. This setting mentions to add ALLOW_UDP_MESSAGING_SHIPPING = 1 to my TargetRules. I assumed it ment to add something like

    if (Target.Configuration == UnrealTargetConfiguration.Shipping)
    {
        PublicDefinitions.Add("ALLOW_UDP_MESSAGING_SHIPPING=1");
    }

to my build.cs but it also did not work.

Is there something else I need to do or have I done something wrong? Maybe there is a way to achieve this with UAT (which I havent used till now, so I have no knowledge about it)?
Or is there simply no way to build my project with -messaging already enabled?