On this video series I show how you can use frame by frame animations on particles using sprites.
I also share a workaround for eevee where the particle info node doesn't work based on the distancre of the particle to the emitter. The tutorial is a bit advanced if you are not experienced with nodes but I also included the blend file if you prefer to download it instead of following along.
I hope you find it useful.
Part 01: How we can create an animation with sprites on a plane
Part 02: How we can use the animation on a particle system
Part 03: How we can adapt it to work with Eevee