TL;DR:
def params_with_deep_appended_nested_attributes(_params)
  modified_params = _params.clone
  _params.each do |k, v|
    if v.is_a?(Array)
      modified_params["#{k}_attributes"] = []
      v.each_with_index do |vv, index|
        if vv.is_a?(ActionController::Parameters)
          modified_params["#{k}_attributes"][index] = params_with_deep_appended_nested_attributes(vv)
        end
      end
      modified_params.delete(k)
    elsif v.is_a?(ActionController::Parameters)
      modified_params["#{k}_attributes"] = params_with_deep_appended_nested_attributes(v)
      modified_params.delete(k)
    end
  end
  modified_params
end
Usage Example:
# rails console
example_json_hash_request = {
  "project": {
    "project_name":"test",
    "tentative_start_date":"2018-12-12",
    "tentative_end_date":"2019-12-12",
    "project_roles": [
       {  
          "role_id":1,
          "project_role_skills":[  
             {  
                "skill":{  
                   "skill_type":"C++",
                   "id":2
                }
             }
          ],
          "project_role_users":[  
          ],
          "role_end_date":"2018-12-12",
          "role_start_date":"2018-12-12"
       }
    ]
  }
}
# simulate `params` value in the controller
params = ActionController::Parameters.new(example_json_hash_request)
modified_params = params_with_deep_appended_nested_attributes(params)
pp modified_params.permit!.to_hash
# {"project_attributes"=>
#   {"project_name"=>"test",
#    "tentative_start_date"=>"2018-12-12",
#    "tentative_end_date"=>"2019-12-12",
#    "project_roles_attributes"=>
#     [{"role_id"=>1,
#       "role_end_date"=>"2018-12-12",
#       "role_start_date"=>"2018-12-12",
#       "project_role_skills_attributes"=>
#        [{"skill_attributes"=>{"skill_type"=>"C++", "id"=>2}}],
#       "project_role_users_attributes"=>[]}]}}
Solution:
# app/controllers/application_controller.rb
class ApplicationController < ActionController::Base
  # ...
  # I added `= params` to default to the `params` value here in the controller
  def params_with_deep_appended_nested_attributes(_params = params)
    modified_params = _params.clone
    _params.each do |k, v|
      if v.is_a?(Array)
        modified_params["#{k}_attributes"] = []
        v.each_with_index do |vv, index|
          if vv.is_a?(ActionController::Parameters)
            modified_params["#{k}_attributes"][index] = params_with_deep_appended_nested_attributes(vv)
          end
        end
        modified_params.delete(k)
      elsif v.is_a?(ActionController::Parameters)
        modified_params["#{k}_attributes"] = params_with_deep_appended_nested_attributes(v)
        modified_params.delete(k)
      end
    end
    modified_params
  end
  # ...
end
# app/controllers/projects_controller.rb
class ProjectsController < ApplicationController
  def create
    @project = Project.new(project_params)
    if @project.save
      # ...
    else
      # ...
    end
  end
  def project_params
    params_with_deep_appended_nested_attributes.require(:project_attributes).permit(
      :project_name, :tentative_start_date, :tentative_end_date,
      project_roles_attributes: [
        :role_id, :role_end_date, :role_start_date,
        project_role_skills_attributes: [
          skill_attributes: [
            :skill_type, :id
          ]
        ],
        project_role_users_attributes: []
      ]
    )
  end
end
Don't forget to define the "nested attributes" in the models:
# app/models/project.rb
class Project < ApplicationRecord
  has_many :project_roles
  accepts_nested_attributes_for :project_roles
end
# app/models/project_role.rb
class ProjectRole < ApplicationRecord
  belongs_to :project
  has_many :project_role_skills
  has_many :project_role_users
  accepts_nested_attributes_for :project_role_skills
  accepts_nested_attributes_for :project_role_users
end
# app/models/project_role_skill.rb
class ProjectRoleSkill < ApplicationRecord
  belongs_to :project_role
  belongs_to :skill
  accepts_nested_attributes_for :skill
end
TODOs:
- add cahing of the params_with_deep_appended_nested_attributesreturn value, to avoid running the code each timeparams_with_deep_appended_nested_attributesis going to be called.
This question interests me. I might find use to this code of mine in the future.