Blender tutorial following this awesome video here
It's a lot easier than you'd think actually. That's for 2.8, so some things are slightly different but it mostly works out the same.
Make sure to export the model with a -col at the end of the name so the collider gets automatically applied. Also, I screwed something up with the normals, or maybe the video does - I'm not sure. I spent like an hour trying to figure out why I couldn't move in the cave until I flipped the normals and reimported, so make sure to get that right.