I’ve been working using both Vive and Samsung Odyssey since last month.
After the setup for the Odyssey ( which took very small time if you’re on Win10 ), it works out of the box with UE4 via SteamVR.
SteamVR recognize the HMD and the controllers, and also in UE4 the template I’m using ( Mitch VR Template ) it just needed a small tweak, but overall everything works out of the box.
The only thing I notice is that, if you’re developing with the Odyssey and test your game quite often, UE4 crashes A LOT, so the best solution for now is to test the game once you did something significant, and also remember to save quite often!
Test did on 4.17.2 and 4.18.2
Overall the Odyssey visual quality is beautiful, and basically I already know what the Vive Pro visual will look like.
Next for me will be to test the Odyssey with the MSI VR One to have Wolrd Scale VR setup 
I’ll probably post a video about it in the next weeks