Just want to share some addon that I found that is actually I think is better compare to default fbx importer plugin.
it is actually recommended by Unreal Wiki here
https://wiki.unrealengine.com/Using_Autodesk_FBX_in_Blender (but it does not work for me, the above links worked)
It is not perfect, but just an option. Maybe @lubos can work his magic and comes up with much better importer addon based on assimp or something.