Uncharted4-like bullet trails: Shader, Particles or Trail Renderers?

Hello everybody.

(First of all let me know if this question is more suitable for Unity Forums than Unity Answers and I'll move it)

I'm trying to achieve - in Unity 5.4 - a bullet trail effect similar to the one seen in Uncharted 4. Specifically, the bullet smoke trail (not the tracer round).

You can see the effect on the attached files and here: Uncharted 4 shoot out gameplay

I don't believe they are using a Particle System, nor a Trail or Line Renderer for this. It looks like it is some kind of mesh which gets displaced in its trayectory. The effect can't be appreciated in all weapons, since most of them make all bullet trails follow an almost straight line. But some weapons leave a "wonky" trail, where the bullet kind of goes off its intended trayectory at first but then readjusts its direction.

Does anybody here know how I could achieve this? Would it be done with a shader?

I'm really new to shader programming and can't find a way around mixing examples I've seen around the web.

I'd really appreciate any kind of guidance tou guys can offer.

Cheers!