Make smart prop from multi-mesh

I know there are threads and youtube videos, etc on this, they're all from well before 4.10
Is there a simple way in 4.10 to make a smart prop from an object made of multiple parts... it's simple enough to make a smart prop of one piece but i've tried having other objects be children of that object and it only exports the parent even if they're all selected.
e.g.
handle
>bat
>ball
I want to smart parent the handle, and have the rest of the object go with it.