I am seeking to accomplish the exact same task. Hopefully someone else will comment because I’d like the info. But so far the way I think this is done is to create one whole mesh/skeleton and all of it’s animations. Then export each mesh piece (head, arms, torso etc.) one at a time. When importing each piece, select the whole skeleton as your skeleton. You should then be able to construct the mech in the character file skeletal mesh by skeletal mesh while still using one base skeleton. So far this appears to work good but you have to make sure you get your base skeleton right because updating the skeleton itself can break everything.
If anyone else can give some insight it’s appreciated, I am trying to figure out how to most effectively do this right now also.