Oh, thank you very much, you put me on the right path towards the solution!
I started to test collision settings, both on static meshes and VR pawn. I tried to change every parameter and tested every combination. After a couple of hours I was giving up. I decided to make a last try. I selected Custom in the collision preset of the Capsule Component in the VR Pawn BP and started to check and uncheck every parameter. Finally I found the solution! It was the PhysicsBody! I checked it as Ignore instead of Block!
SOLVED!
Here the correct settings of the Capsule Component VR Pawn for everyone experiencing the same issue!
Thank you very much indeed!