How do I change the Skinned mesh renderer of a particle system at runtime?

You can set it through script https://docs.unity3d.com/ScriptReference/ParticleSystem.ShapeModule-skinnedMeshRenderer.html

I figured out how to get it to work. You can try something like this.

 using UnityEngine;
 
 public class TailSparkles : MonoBehaviour 
 {
     public GameObject mesh; //game object that will be the particle system mesh
 
     public GameObject pSystem; //particle system
 
 
 
 
     void Start()
     {
         Instantiate(pSystem);
         Instantiate(mesh);
 
         var psystemClone = GameObject.Find("The name of your particle system"); 
         var myMesh = GameObject.Find("The name of your mesh").GetComponent<SkinnedMeshRenderer>();
         ParticleSystem ps = psystemClone.GetComponent<ParticleSystem>();
         var sh = ps.shape;
         sh.enabled = true;
         sh.shapeType = ParticleSystemShapeType.SkinnedMeshRenderer;
         sh.skinnedMeshRenderer = myMesh;
     }