Okay, reduced the offending walkmesh faces by about 50% (1800 to 850). That allowed me to apply the AuroraWalkmesh modifier without crashing 3DSMax. Won't know how it reacts in game until later tonight.
MDA
I have successfully worked with Woks of up to around 1200 faces, they will work in game. However, they also slow the load of an area, appreciably when you have multiple tiles with such a large count of wok faces AND the resulting large count of object faces.
However, I have found that just as using a shadow object with very low face count helps appreciably when casting shadows, reducing wok faces and resulting engine calculations increases speed of access to any area in a specific tile. Besides, who needs such a high count of faces in a 10 meter area? Of course, this is assuming that you have and are willing to spend, the amount of time necessary to reduce the face count.
For an example, take a set of stairs / steps. One with a matching wok that uses faces for both the top of the step and the riser bit, the vertical separator between each step. The engine will allow you to create such a wok, and it will load it. Your NPC might have issues following you though, when you attempt to run up the stairs. It will generally make it, but it tends to slow it down. A simple, 2 face, angled ramp makes more sense. AND it will save all the wasted faces along the vertical sides of the steps that you can't walk on anyway... IE if the side of the steps are followed as the visual object with all the insets for each step, you must also create wok faces to match, Whereas that simple 2 face ramp, would only require a single face on each side, thus resulting in a total of 4 faces for the entire set of steps. While this might cause your characters feet to clip through the edge of the step a bit, typically, most humans would not even notice it. The game engine itself will appreciate the reduced calc time though.
Basically, keep the wok as simple as possible, and run the scripts to reduce poly counts as much as possible on your wok object. You will greatly appreciate it later. Remember, the wok is not a visible in game object, so having detailed polys is just a complete waste of space (ram and/or disk) and processing (to compile it.)
As usual, I am speaking way to much about the subject, sorry. YMMV