This thread helped me out: How to set the animation preview mesh in 4.14 - Character & Animation - Epic Developer Community Forums
In 4.19 I went to Window > “Preview Scene Settings” in the animation, and re-set the mesh to the desired mesh, and then applied the asset there, and that seems to actually make the changes stick. UNFORTUNATELY this looks like you have to save it for every single asset… (more below image)
Alternatively I went to check out the Asset Bulk Edit panel, and it looks like there’s a slot to actually change the preview mesh, but it does not look like you can actually do anything with that entry. :\