A new feature!? I thought the max exporter was perfect as it is!
Those mountains look great. They look very jagged, like a slate mountain but a lot pointier.
As for making new ones, try using a blocky cone model (bout 5 sides), convert it to a poly, tesselate and bevel it for detail, then use the HSDS modifier to smooth round the real sharp edges while keeping the points. I made some mountains before and that method created some pretty aweome looking ones. Also try using the symmetry modifier, then offsetting the mirror slightly to get some cool double pointed mountains ^_^
Most mountains with overhangs are very wide, the point is spread out, and they usually slope to one side, I'd say the two mountains at the back of your mountainchain screenshot look the most natural.