I got it working!
Okay I kind of know how to deploy it to my iPhone without joining the developers program:
1. package the game in UE4 for iOS, yes it will return failure but this should cook the content for iOS.
2. generate Xcode project file and open up the .xcodeproject in the UE4 project folder, then it's like deploying any other Xcode project.
Problem with this is, that it seems I have to package the game every time I switch projects.
Source: