Hi,
you can set the shape of the particles, the angle of their flow etc. but you cannot - afaik - make them flow in a complex shape as in case of your sprite.
I have 2 suggestions:
You could try sprite masking. The particles emitter is masked with the sprite object. I tried it and it works quite well.
If the sprite moves you just have to move the particle-emitter as well and make sure that the lifetime of the particles is not too long (to avoid possible performance problems).
You just animate the particle effect in your sprite and play the frames.