I figured out a way and wanted to post it in case anyone else needs help with this.
Spacewar Steam Game
Players right now: 25,946. All-time peak: 36,242. Find Spacewar statistics for 2012-2021: steam charts, concurrent players, monthly breakdown, and more. Enjoy this video? If so, please share on social media, it would really help me out. Remember to click 'Like' and subscribe for more daily videos.A. The Steamworks SDK comes with a great example application called Spacewar that shows off the full breadth of Steam features and should be your first stop to see all Steam features in action. This tutorial distills the information found in Spacewar and the Stats and Achievements API down to just the necessary information required for Steam Stats. Enjoy this video? If so, please share on social media, it would really help me out. Remember to click 'Like' and subscribe for more daily videos.A.
Spacewar Steam
Spacewar Steam Game
Download and install Spacewar for the user who will be joining.
Find, download and install Windows Sysinternals Process Explorer. ( http://bit.ly/1NjcKv2 )
Run Process Explorer and setup a Path filter for 'Spacewar'.
Re-send invitation from host to the other user.
While Process Explorer is running on the client, click the Steam join request and let it launch Spacewar (don't worry about it not launching your game).
Let Spacewar finish loading, then exit the game.
Bring up Process Explorer and research the list. Find the first entry where it actually invokes SteamworksExample.exe
Look at the Properties of the entry. The command line should show, at the end, something like: +connect_lobby 109775243872202570
Setup a batch file to launch your game, and add that to your command at the end: +connect_lobby 109775243872202570
Launch your game using that batch file. UE4 will then invoke the Steam join and you will be able to test out your game! (OnSessionUserInviteAccepted and OnJoinSessionCompleted should execute).