Thanks a lot. I got it working with LSTools. Now I can interact and move the object without making it disappear. I still need to fix the rest of the objects but that's no big deal.
Before exporting a model in .obj format with the toolkit the model must be moved to [0,0,0] (i.e. world origin)
Any ideas where the bullet files should be stored ?
Right now I have them in /Public/<my_mod>/Assets/