As far as I know there is no straight forward way to do it, but you could probably do something similar to what I did to get them into Unity.
Basically:
- Create a truetype version (for now losing one of the shades) and import it into unreal.
- Create a Font asset using it.
- Export the baked texture page(s) for the font.
- Using an image editing software, replace every letter in the texture page with the 2-shaded version of it.
- Reimport that file and replace the old baked texture page with it.
I don't actually know, but I think there should be a way to make that work.
Here's a link to a thread where people were suggesting a similar process.
Here's a link to a video tutorial for the same process in Unity. (This is how I created the Unity assets for these fonts)
Please let me know how it goes, and if you do use these fonts and get them to work please share the Unreal assets. :D