Export settings for the static mesh shouldn’t really be different than any other static mesh since UE4 does the creation and fracture of the mesh for you. A lot of developing the static mesh that will be used as the destructible is just making sure that you have closed meshes that are fully modeled as one piece, so no box modeling or just piecing things together. It has to be a manifold (closed) mesh.
The documentation I link to is at the top of my Destructibles Troubleshooting Page is probably the best resource to go over all the ins and outs of destructible creation, especially if you are authoring your destructibles outside of UE4 in Max/Maya/PhysXLab Tool.