Edit: This is a duplicate of MC-270136.

If a snowball with a replacement item - such as a brick - is summoned, the particles it breaks into will be brick particles. This works properly.
However, a snowball given CustomModelData through a resource pack will not break into the particle that its new custom model specifies.
When a snowball is summoned as a non-snowball item with custom model data, it gives off the correct particle. This issue only applies to snowball entities that contain the tag, "Item:{id:"minecraft:snowball",count:1}".

To reproduce the bug, make a resource pack with snowball model that has an override for custom model data. Make this override have any texture, preferably differentiable from a snowball, and use that texture for the override model's particles. Spawn the snowball with that CustomModelData tag in. Throw it and observe as it gives off the incorrect particle.

In 1.20.2 thrown snowballs with CustomModelData gave off their correct particle. This bug was likely caused by the change in item data formatting.
Attached is a video of the bug. The first half is 1.21, the bug, and the second half is 1.20.2, giving the correct particles.