C++ best practices

Don’t bind delegates in the constructor. Bind them in BeginPlay.
Use PostInitializeComponents for non-BeginPlay logic which needs to run in game only. This function is called before BeginPlay.
You can also use OnConstruction which is similar to Blueprint’s Construction Script, but this will run both ingame and during editing.
If you need to run logic on actor destruction, overriding EndPlay seems preferable to Destroyed. End Play only runs for game, while Destroyed runs in editor.

Miscelaneous