I have started doing this as well halfway through the tank battle section of the course. This is excellent practice that I will continue to use well into the future!!! A note though, the forward class declaration is still placed above the UCLASS macro, which will mess up Intellisense still.
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Sorry for the necro, but for for anyone still stuck on this issue:
I saw a lot of people above having issues with #include “Engine/TriggerVolume.h” not working correctly
The problem is, that you are writing it under #include “OpenDoor.generated.h” - this needs to be the last include in the list for the compiler to work
This solution works for 4.19 
Oh yeah, you saved my day. Only one empty line should be after my #Includes and UCLASS, Great experiance. tnx