Hello ZoltanE,
Have a look at this documentation to ensure that you’re understanding exactly what Keep Simulation Changes does: Keep Simulation Changes | Unreal Engine Documentation
I went into a project, placed an actor blueprint that I had created, and started simulating. Once simulating, I rotated and changed the position of my actor, then pressed K (the shortcut for Keep Simulation Changes). When I stopped the simulation, my changes were saved. There shouldn’t be any prep work required to get this feature to function properly. Give it another shot, and if it still isn’t working for you, let me know exactly what you did so I can attempt to reproduce the issue. Thank you.
Have a great day,
Sean Flint