What method are you using to scale the object?
simple collision should scale along for static meshes.
Theoretically even complex collision will scale up and down.
this obviously runs at runtime as well, or changing the size of an engine sphere at runtime would cause some of it to clip into the ground.
if you are using blueprints you may need to handle the scaling differently (meaning the objects you grab are blueprints and not static meshes).
In my brief testing for a different game the scaling works fine and collision works as expected.