I have done as per this video, what my doubt is that collider on an enemy will destroy the projectile instead of hitting the body mesh?I can't see anything wrong but I would first go through this video to make sure everything works and then expand from there:
Surface System - Opsive
The Surface System is responsible for spawning effects caused by collisions and impacts. It is designed to be dynamic, powerful, and useful in a board . . .opsive.com