I started making a level for my game but I found it frustrating from the constant back and forth from Blender and Unreal Engine. My question is should I model, unwrap, texture, and import every object individually or should I model the entire scene in Blender and import it to unreal engine as an FBX scene and split the objects up? The problem I see with the second option is that if I want to export the scene from blender, everything would be on 1 texture map and I feel like it would be very crowded and possibly confusing. What’s the best way to go about this? Because making individual objects seems to take forever since if I’m stuck on working on a mesh I am wasting time. Please help.
That depends largely on what type of level and assets you are designing.
Is it more modular, or more really individual pieces of meshes?
What is your approach?
Do you block oout first and then design the assets you need, or are you designing mesh by mesh?
Only if you export the extire scene as one mesh. Definitely not something you want. Apart from the stuff you mentioned already, also collision would give you a headache.
I was thinking of using the cubes to scale out how big I want the room to be in UE, export the cubes, then just use Blender from there on… I remember seeing in some YouTube video that someone had a character mesh exactly the same size as unreal engines but in blender. I can’t find it anywhere online although it would be useful. There would be props, it’s for interior design, rooms around no more than like 30ft but a lot of objects.
Oh thats not a big problem 
Step 1 : Create a ThirdPerson template project
Step 2 : Select the Character (skeletal) mesh in the content browser
Step 3 : Right-Click
Step 4 : Choose Asset Action > Export
Step 5 : Import the FBX in your 3D application
Step 6 : ???
Step 7 : Profit
Thanks for the feedback guys, however, do you think it would be better to use Cycles Render or Blender Render?