The way mine works, get Bepinex (not sure if it's on the Thunderstore), paste it and the folders it came with into your steamapps/common/valheim folder, then download ValheimVRM, add it's .dll and .shaders files into the Bepinex/plugins folder

Back in the Steamapps/Common/Valheim folder, add a new folder called ValheimVRM, and add your vrm mods into there.

Then just either restart the PC and open Valheim, or just open it like normal, if Bepinex is registered, then copy the exact name you have the VRM file to be set as (for example, say you have a Paimon model and the file is called Paimon.vrm, call your character Paimon, it should register it.