Sprite model? How did they do this?

Could be using a technique similar to the spline thicken material function. That material function projects a mesh width wise across the chosen tangent space vector. It has not been used too much yet but it is very powerful.

Just make 2d poly strips with UVs 0to1 on the desired width axis, and make the geometry very thin. It also outputs normals for lighting but the current version that’s checked in has some lighting errors. The next ue4 build, (sadly not the immediate next one) will have those fixes. I will try to post more info in a bit.