I'm working on making some custom shelves, bookcases and I guess convex hull won't do for those.
You can use a box primitive (or even a convex hull, though that'd be wasteful) for each 'board' in your shelf/bookcase. That is, one for the base, one for the top one for each side, one for the back, and for for each shelf. Exporting them as a bhkShapeList should do the trick (though you'll need to have them at 1/10 scale).
It's more time consuming to set up, but perfectly do-able.
I went down that route (with Saidenstorm's help) after running into the same ChunkMerge problem, except I never managed to get ChunkMerge to work, and once you've made your collection of primitives or convex hulls I reckon it's probably a bit faster to export and get into Skyrim than using ChunkMerge - although I'm using Blender rather than Max, so it might be different.