Hi all,
Retesting my project for you issue with UPaperSpriteComponent, I can confirm I have no problem with autocompletion not include of PaperSpriteComponent.h
=> I am using Visual Studio 2015 Community with Update 1 and experimental Intellisense New Database Engine enabled (Tools->Options->Text Editor->C/C+±>Experimental) this could be a nice (free) solution 
Let me know if this helps!