You don't need to export animations with your FBX file, but if you do, you can simply delete any animsets that were created during import. If you're looking for more information on custom characters, these two sources were extremely helpful for me:
There's tons of information on this. Because your using the epic rig all the bones are identical hence why the animations work. You can if you wish and I've done it before is add more animations if you wish... Then copy the animset and append your new animations in.. Or you could make a new animset and through script reference a second animset.
As well as Exporting through FBX you could use actorX which is my personal favourite although not supported in newer versions of autodesk software.