What is the method for using character styles and GREP to apply glyph substitutions?

Thanks to those of you who replied. To try to create a correct answer, the method to substitute one glyph character automatically is as follows. Keep in mind that not all fonts have a stylistic set that can be applied using GREP in a paragraph style. If that is the case, using Find/Change is the best alternative method.

Create a new Character Style (e.g., Alternate A). Under Basic Character Formats, select the font. Under Open Type Features, select the Stylistic Set that corresponds to the glyph you want to substitute.

Create a new Paragraph Style. Under GREP Style, apply the character style you just created (Alternate A) to Text: a. You can also select a wildcard for all uppercase or lowercase letters.

From the Glyphs panel, when right-clicking on a character, a fly-out menu gives a lot of choices, including loading the glyph in Find/Change to make it easier to use that method. Note you might need to change the ID from Unicode to GID/CID if the Unicode is the same for both characters.

I also want to point to this similar question by another user, who didn't seem to get a solution: https://community.adobe.com/questions-671/opentype-features-stylistic-sets-1552247