Which one should I keep?
As it is the one without the particles looks better, but you could maybe try to make the particles more transparent, or mask them behind the character and the ledge he’s standing on.
Without the particles. I think if you messed around with it more and made it more transparent or even behind the player it would look better. The second one just looks like you took an ash falling effect and slapped it on the image. Nice job btw.