This is being made assuming you know how to use UE viewer.
Import all the relevant psk files using the psk/psa addon. I usually check the 'reorient bones' box on the top right.
Bryan will be used as an example. He is split into five pieces for his T7 default costume. The upper body (bdu), lower body (bdl), head (fac), hair (har) and mask (hed).
Use Ctrl + left mouse click to select all five armatures on the outliers on the top right.
Once you select them all, press Ctrl + J. This will combine all the armatures into one. You can reveal the five meshes by clicking the arrow next to the armature in the outlier.
Select the armature and enter 'edit mode'. You can see the armature has 5 full skeletons contained in it.
Click 'MODEL_00.001' and then select the similar suffixes using the method shown in the picture. This will select every bone that ends with '.001'. Right click and delete all those bones. Repeat this for all bones ending with '.002', '.003', '.004', etc.
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