Are you trying to weld one actor to multiple actors? Is this needed because you want some special hierarchy or because you’re trying to make a big compound object? If you’re just trying to make a big object you could just keep welding actors together.
It sounds like you want something more custom. You will probably want to write your own component which handles this and you can make use of the existing welding code in FBodyInstance.
If you’re trying to weld many many voxels together you will probably want an actual system for handling this instead of making a component for each voxel. The destruction code works in this way. A single destructible component is responsible for many destructible chunks. Under the hood it creates a single PhysX actor for each moving piece and as you break off objects it spawns more actors as needed.
Hope that helps