I was able to add skills to items using the following:
1 - In the stats editor, find the row that is referenced by the item you want to add a skill to.
2 - Right click -> Override in your project
3 - Update the name of the new stats entry. For example, I overrode ARM_Light_UpperBody_Leather_Crafted so I called my new stats entry ARM_Light_UpperBody_Leather_Crafted_Teleport
4 - In the using column, enter the original stats entry. ie -ARM_Light_UpperBody_Leather_Crafted
5 - Add the skills you want your item to provide in the Skills column. There is a simple format - [category]_[name]. If you look at the SkillData shared stats, you can see examples of the category (Cone, Teleportation, etc). Each file contains a bunch of skills. To add the teleportation skill, for example, you would use Teleportation_FreeFall
6 - In the sidebar, update the Stats entry to your newly created stats record
That should be it. I prefer to create new root templates and update the stats in there to create unique items with skills, but it would also work to update an object instance directly.
Make sure you reload your level for the stats to take effect!