...
- File->Import FBX
- Select objects (important! right-click selects in Blender!) and Ctrl+J to join them
- Move cursor to top right of "3D view" panel. Cursor will become cross-hair. Left-click and drag to split "3D view" into 2 "3D view" panels. Change right panel to "UV/Image Editor"
- Select now joined objects in "3D view" and hit TAB to enter edit mode
- Move cursor to "UV/Image Editor" and hit "A" to select all UVs. (important! you should have UVs already from Rhino)
- Select "UVs" then "Pack Islands" in the "UV/Image Editor" panel. Use .05 as margin.
- Move cursor back to "3D view" panel and hit TAB to go back to object mode. Right click select your model if not selected and export as .FBX. Make sure "selected objects" option is ticked.
...