Title has says it (I’m using Unity Pro)
Use a soft particle shader like Particles > Additive (Soft).In Edit>Project Settings>Quality - Turn On Soft Particles
Go to Edit>Project Settings>Quality tick Soft Particles
In Unity 2019.3 with “Universal Render Pipeline” you have to enable “Depth Texture” in the UniversalrenderPipelineAsset which is used in the Edit > Project Settings > Quality > Rendering.