Unreal: Document and add SendDefaultPii = true to onboarding docs

docs/platforms/unreal/configuration/options.mdx

@@ -76,6 +76,22 @@ Grouping in Sentry is different for events with stack traces and without. As a r
 
 </ConfigKey>
 
+<ConfigKey name="send-default-pii">
+
+If this flag is enabled, certain personally identifiable information (PII) is added by active integrations. By default, no such data is sent.
+
+<Alert>
+
+If you are using Sentry in your mobile app, read our [frequently asked questions about mobile data privacy](/security-legal-pii/security/mobile-privacy/) to assist with Apple App Store and Google Play app privacy details.
+
+</Alert>
+
+This option is turned off by default.
+
+If you enable this option, be sure to manually remove what you don't want to send using our features for managing [_Sensitive Data_](../../data-management/sensitive-data/).
+
+</ConfigKey>
+
 <ConfigKey name="attach-screenshot">
 
 Takes a screenshot of the application when an error happens and includes it as an attachment.

platform-includes/getting-started-config/unreal.mdx

@@ -21,3 +21,21 @@ The window can be accessed by going to editor's menu: **Project Settings > Plugi
 By default, the SDK is automatically initialized on application startup. Alternatively, the `Initialize SDK automatically` option can be disabled and in this case, explicit SDK initialization is required.
 
 To override SDK settings at runtime, use the `InitializeWithSettings` method of the `SentrySubsystem` class.
+
+```cpp
+FConfigureSettingsDelegate OnConfigureSettings;
+OnConfigureSettings.BindDynamic(this, &UMyGameInstance::ConfigureSentrySettings);
+
+void UMyGameInstance::ConfigureSentrySettings(USentrySettings* Settings)
+{
+	Settings->Dsn = TEXT("DSN");
+
+  // Add data like request headers, user ip address, device name, etc.
+  Settings->SendDefaultPii = true;
+}
+
+...
+
+USentrySubsystem* SentrySubsystem = GEngine->GetEngineSubsystem<USentrySubsystem>();
+SentrySubsystem->InitializeWithSettings(OnConfigureSettings);
+```