Keying particles - how?

I am using an armature as a particle object. I need to key particles after the simulation into an Action. This way each particle has a key created for each frame of animation.

I need that to export particle system into a game engine, which requires for models to be skeletal.

How do I do that? Thank you.

EDIT: I’ve read this and I have no idea what the author was trying to say :confused: Nor there any .blend files attached.