Hey shaman,
sure I can try it

First thing you need to do, after you said 'Export all Channels' in Painter (Right-Click in the Viewport), make sure you chose the right export preset. In your case you can use the "Unreal Engine 4 (Packed)" Preset. (First attached image)
It creates the following maps:
- BaseColor + Opacity
- Roughness + Metallic
- Normal
- Emissive
Now we are ready to head over into the Engine.
You import the mesh and texture into the Content Browser.
Now comes the most important part. If you forget to do this, your textures won't look like in Substance Painter/Designer.
You need to tell the Engine, that your Roughness-Map should be interpreted in 'Linear Color Space'. To do this, just double click on the Roughness-Metallic-Map and uncheck the sRGB checkbox. (2nd Attached Screenshot)
After that you can set up your Material. The only thing you need to keep in mind: If you don't change the sRGB-Interpretation in the Engine before setting up the Material and change it afterwards, you need to keep an eye on errors inside the Material. Normally, the Engine imports textures into the Material the way they are set up, but when you change it later the engine leave them 'wrong'.
Change the sampler type to 'Linear Color' for the Roughness map, instead of leaving it 'Color', which is only for sRGB Images.
If you don't do that, you Roughness Map will be interpreted wrong and won't look good. A comparison is attached as the 3rd image.
As you can see: If the roughness is interpreted wrong, you get a really glossy Material.
I hope I could help you.