At the moment there is nothing out of the box that makes that easy for ue4, but it is possible to manually capture leap data frames in the plugin each tick and then do manual processing to them.
If you want something more complete, consider capturing this externally e.g. Hand Capture – Ultraleap Gallery or Leap Motion + iClone 7 for Professional Animation - Leap Motion Blog
It’s a fairly popular feature request, it’s possible saving recording for animations may be possible in a future release. Contributions are certainly welcome 