I am extensively using excellent Blender for Unreal Engine addon to exporting my models. But there is one aspect that I wanted to automate even more - marking/unmarking multiple objects at the same time. So I created this little addon to help with that:
Additionally, it sets paths for import so that Blender’s collection hierarchy is preserved on Unreal side.
You can get this addon here:
or
It is quite a niche use… but I hope someone will find it useful 
Edit: I’m not new to Python… but this is my first add on for Blender. So if you have any feedback or tips how to improve it - I’ll take it
Edit2: updated repo path
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Updated the addon with possibility of setting rotation around Z axis (so objects face correct forward direction in Unreal)
Moved the panel into Unreal Engine panel added by the ‘master addon’
Added also a simple script for exporting to unity based on current selection.
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In order to not re-invent the wheel I’m considering to maybe bridge the Unity export to some addon that’s already exist and is working well with Unity… maybe this one: https://github.com/mrven/Blender-Asset-Creation-Toolset/ 
Updated to newest version of “Blender for Unreal” addon.
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I made a Gumroad page for UE Helper addon for those who prefer to get it that way.
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