Unreal Engine 4.19 preview has a experimental importer for glTF. This is an open format, that, once final, should work better than FBX, and actually work great with Blender. The Unreal Engine forums mentions that "Right now its much superior to FBX for some simple cases. The cool point about glTF is that the same file holds a full scene, with multiple 3d objects, each of them with animation, and each of them with materials, and each material actually imports as a material graph, and with textures." Take a look and tell us what you think.