I was just watching the video and can't work out how you're doing AO on the models. Is it baked on the fly, or screen space or some other voodoo?

In-engine the effect is a post processing image effect, it won't be visible for exported 3D models and only affects 2D sprite renders.

Ok thanks. Have you got a link you could share with me about the technique - I'd love to put it in my engine.

In Unity, you can download a post-processing stack to replicate the effect.  https://itch.io/t/173235/unity-scene-set-up-lighting has instructions on replicating the exact look in the Assetforge, using Unity.

Post-process Ambient Occlusion uses quite a bit of processing power compared to baking it in, using Unity's Enlighten.  If you plan on using the exported model for a mobile game, then bake the AO, instead of using the technique Assetforge uses.  Besides, when you bake lighting, you get some seriously amazing lighting effects that go way beyond simple Ambient Occlusion:  

pS:  Don't forget to set your models to static, so they are calculated in the lighting bake.