You can not apply a collision solution to a Skeletal Mesh as the relative position of the mesh is controlled by the rig with the object skinned weighted to the rig. If you link a collision object, UCX, to the mesh the relative world position will remain the same as to it’s position when the bind pose was first applied.
If the mesh is bind pose at 0 0 0 then the collision object will always be at 0 0 0.
But
You could add a collision object as a component to the rig, with out physics asset, and use a joint of the rig as a socket but you would have to code the behavior.
P.S. no you can’t just skin the UCX as it’s relative world position is still 0 0 0