I'm currently working on a fairly large scale project as well, I figure I'm about 2/3rds finished maybe 1-2 months more to go, hopefully...
From my personal experience and mistakes along the way, I'd say along with the things you've already completed:
1. Do any technology tests you need to do before starting in on the real production so that you are sure the things you plan to do will work without having to worry about them until you get to them.
It might even be a good idea to take one of the smaller pieces and make it from start to finish. Then you can do the rest in stages with the knowledge that everything should work out just fine.
I really should've done this, but so far I've just been figuring out things as I go along and It's kind of stressful.
2. Block everything out in UDK, make sure the pieces fit and the scene composition is worth doing.
A big mistake I made early on was constructing my blockout scene in Modo then having to reconstruct it in Unreal. I should've known better, oh well live and learn.
3. Make the high poly models from easiest to hardest, to keep consistency with each other. You'll get better as you go along so the hard ones will be easier when you get to them.
I think it takes some serious self control and patience to actually follow through with this step before moving on. I failed at this because I was anxious to test things out and to see something near done in engine so I started to make low poly models, UV, then bake them before finishing all my high poly models.
4. Model the low poly models.
5. Import the low poly models into UDK replacing the blockout models to double check that they still work together.
6. Unwrap UVs and bake textures.
7. Double check baked maps in UDK, and check lightmap baking.
8. Create remaining textures.
9. Add anything necessary to complete the scene, decals, sky domes, etc...
I personally think that I should have made a few smaller projects rather than one really large one. Sometimes it gets boring to work on the same thing all the time, and I've been sidetracked more than once because of it.
In the end I believe you are more experienced than I am with these kinds of things so take from it what you will. Just figured I'd share my thoughts on the subject.