com.jme.animation.SkinNode has a method to remove a skin Geometry from a live scene, but the add-related methods don't work for an already-active SkinNode because the setup was implemented with the assumption that all skins are present at SkinNode setup time.
I am currently working with my own DynamicSkinNode subclass of SkinNode, but this ability to add skin geos dynamically at runtime should be basic functionality of SkinNode, the same way that one can dynamically add Spatials to a Node at runtime. Without this enhancement, at SkinNode instantiation time, all skins which may ever be used are loaded into memory and must remain there.
I've followed up on this work so that assimilate() takes care of setup and restoration of the SkinNode's AnimationController and BoneAnimation. Just needs to be called from the update thread now.