Ok, so I made a simple bottle with blender and exported it successfully into blender via the fancy plugin Josh has posted. No grips there, It was painless to get it into Leadwerks, of course its not complex or animated.
However I noticed this :
http://www.leadwerks.com/werkspace/page/tutorials/_/artwork/importing-models-into-leadwerks-r121
This is my screenshot Leadwerks on Ubuntu, looking for this automatic hull creator...
This is grinding my gears. Linux and Windows should have the same features etc.
In the mean time I'm going to attempt to create my own simple collision hull to test...