Using Blend Spaces to create a transition between two animations?

So I’ve been starting to use animation in Unreal. Right now, we’re using the Sequencer to render out a movie. It’s not an interactive game. One of our characters has a walking animation, and he also has a shooting animation. I’ve figured out how to “chain” the two together using the Montage system in Unreal. However, there is a somewhat jarring jump from the walking animation to the shooting animation, because the character’s legs are not in the same spot in both animations. How can I use Blend Spaces to get a “transition” animation for the character?