That solved the linking errors, but introduced a new one:
1>------ Build started: Project: GoldenEgg, Configuration: Development_Editor x64 ------
1> Compiling game modules for hot reload
1> Parsing headers for GoldenEggEditor
1> F:/Unreal Projects/GoldenEgg/Source/GoldenEgg/MyHUD.h(17) : BlueprintReadWrite should not be used on private members
1>Error : Failed to generate code for GoldenEggEditor - error code: OtherCompilationError (5)
1> UnrealHeaderTool failed for target 'GoldenEggEditor' (platform: Win64, module info: F:\Unreal Projects\GoldenEgg\Intermediate\Build\Win64\GoldenEggEditor\Development\UnrealHeaderTool.manifest).
1>C:\Program Files (x86)\MSBuild\Microsoft.Cpp\v4.0\V120\Microsoft.MakeFile.Targets(38,5): error MSB3073: The command ""F:\Epic Games\4.8\Engine\Build\BatchFiles\Build.bat" GoldenEggEditor Win64 Development "F:\Unreal Projects\GoldenEgg\GoldenEgg.uproject" -rocket" exited with code -1.
========== Build: 0 succeeded, 1 failed, 0 up-to-date, 0 skipped ==========
To fix the new error, I moved GENERATED_BODY() into the public: part of my class definitions. The project now compiles successfully both in Visual Studio and through Unreal Editor.
Thank you!