Using Maya's Game Exporter tool, we can export many different .fbx files with specified frame ranges into Unreal Engine in a clean workflow that is standard in AAA studios. If you need to set up the Skeletal Mesh, you can still use the Game Exporter, but instead of using the animation tab, export via the modeling tab. Make sure you export the character in the default A or T pose. Import that into Unreal as a Skeletal Mesh. Then you will have the skeleton to assign all your exported animations to. Looking for a mocap tutorial? I have a straightforward, industry standard workflow here: The rig demonstrated here is provided by AnimSchool.