I have been working a lot with Unreal Engine in the past couple of years, and I recently needed to filter data coming from a motion capture sensor. As previously happened to me with Unity, I looked for an implementation of the One Euro Filter for Unreal Engine, but I did not manage to find one. Since I like this filter a lot for its simplicity and efficacy, I created an Unreal Engine plugin which can be imported in any Unreal project and used bot from Blueprints and C++ to filter the most common Unreal datatypes. Here you can find the Plugin with more detailed information: https://github.com/DarioMazzanti/OneEuroFilterUnreal .
Hope you find it useful!