So glad you are interested in this also! Happy to share the little bit I know at this point 
I haven’t experimented myself to great length but I have been able to open up some point cloud files in Unreal Engine (4.26/4.27 preview 2). I used some data from Chad at Fabre Engineering Wright Park, Lakewood CO | Rock Robotic Cloud
I just brought the data into CloudCompare, extracted a segment and imported that directly into Unreal Engine as .LAS
The initial LiDAR support came out in Unreal Engine 4.24 (I think) but its come along little by little since then (LiDAR point cloud support | Feature Highlight | Unreal Engine - YouTube), but the newest preview version 4.27 has support for .LAZ/.LAS file types so that was helpful to discover in order to be able to drag and drop a file from Rock Cloud into it. I had started with 4.26 and that file type wasn’t supported yet.
Here are some videos I watched to get started with it
Shaun Foster series
Part 1 - Overview
Part 2 - LiDAR in Unreal
Part 3 - LiDAR in Unreal - Previz
Matt Workman demo
Matt Workman BLK360 Scanning Studio
WPP did an interesting project with Innovair but I haven’t seen many details about it besides this marketing piece. WPP Innovair Video
Great to meet you and please share anything that might help!