I did this (Nightlocke’s fix), and it works (mouse cursor goes away). I combined it with this solution:
, above, has a workaround if you care that although the cursor is hidden, the mouse can still click things (and in the case of the melonheadgames solution, it can also change focus).
Thanks a bunch, was hunting for something that would work all day. Also nice to confirm, while this may not be a “bug” per Epic/Unreal, it’s certainly a pain to work around.