2 added 29 characters in body
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Jelly, 9 bytes

,‘œ?ŻḌI÷9

Try it online! (print the n'th element)

Try it online! (20 first elements)

Explanation:

      I÷9      Compute the difference divided by 9 between
 ‘             the (n+1)th
  œ?           permutation
,              and
               the (n)th
  œ?           permutation
    Ż          of [0,1,2,...n]
     Ḍ         converted to decimal.

(Jelly has the builtin œ? which computes the nth permutation of a list in approximately linear time. Quite useful.)

Jelly, 9 bytes

,‘œ?ŻḌI÷9

Try it online! (print the n'th element)

Try it online! (20 first elements)

Explanation:

      I÷9      Compute the difference divided by 9 between
 ‘             the (n+1)th
  œ?           permutation
,              and
               the (n)th
  œ?           permutation
    Ż          of [0,1,2,...n]
     Ḍ         converted to decimal.

(Jelly has the builtin œ? which computes the nth permutation of a list. Quite useful.)

Jelly, 9 bytes

,‘œ?ŻḌI÷9

Try it online! (print the n'th element)

Try it online! (20 first elements)

Explanation:

      I÷9      Compute the difference divided by 9 between
 ‘             the (n+1)th
  œ?           permutation
,              and
               the (n)th
  œ?           permutation
    Ż          of [0,1,2,...n]
     Ḍ         converted to decimal.

(Jelly has the builtin œ? which computes the nth permutation of a list in approximately linear time. Quite useful.)

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1
source | link

Jelly, 9 bytes

,‘œ?ŻḌI÷9

Try it online! (print the n'th element)

Try it online! (20 first elements)

Explanation:

      I÷9      Compute the difference divided by 9 between
 ‘             the (n+1)th
  œ?           permutation
,              and
               the (n)th
  œ?           permutation
    Ż          of [0,1,2,...n]
     Ḍ         converted to decimal.

(Jelly has the builtin œ? which computes the nth permutation of a list. Quite useful.)