Hello there !
I come back to my post to share a solution that I found.
It seems that AddImpulse is not working with substepping, but AddForce is !
Looking at the declaration of the methods, it seems that only methods taking a bool bAllowSubstepping can be used that way (make sense).
As I am already in an “Substep context”, I have to not allow Substepping when calling the methods, and it works.
Finally… my counter is still displaying only one substep by tick whatever the FPS limit I set… but it works so I’m not worry.