You can also sort the triangles in your model such that they always render in the correct order, for certain shapes.
Even for shapes where it’s not 100% possible, it is often good enough.
The trick is to use a 1-sided material, and split the front/back sides of the geometry into two separate triangles, and sort those triangles in different order.
I don’t know at all if the Unreal importer has the option to partially order the imported triangles, but it’s a pretty common feature, so I’d be surprised if it didn’t.