How can I set up Collision Lozenges for a character in EMotionFX?

In the legacy animation system you can set up "Auxiliary Proxies" for your character as seen in this documenation:

"http://docs.aws.amazon.com/lumberyard/latest/userguide/char-attach-proxy.html

I need these collision shapes so that I can do efficient ray-casting against a character model and determine which part of the model was hit.

In EMotionFX, there is an option to display "Collision Meshes" but I can't find any documentation on how to create these collision meshes.