'Multiple roots' error while exporting multiple meshes from 3Ds Max?

I’m really stuck guys… how do you export multiple meshes each with unique (non instanced) Skin modifier from 3Ds Max? I select all of the meshes + Root bone with all the other bones of course and still UE tells me I have Multiple roots not allowing me to import my character.

Should I combine meshes? That would mean I will need to reskin everything from scratch.