All thanks to Tonsta31 (via MGSStudios), I now know how to do this and thought I would spread this information in case anyone else ran into the problem.
Getting stuff to do damage when thrown and then boomerang back hasn't been covered in any tutorial I've seen (including the epic Epic one by Zak).
Make sure the following is checked in the weapon's physics asset:
・Simulation Generates Hit Events
(Inserting images in posts at roborecall.org is a pain. So much easier here. Thank you!)