As shown in this answer, the general primitive Pythagorean triple is given by
$$
(m^2-n^2,2mn,m^2+n^2)\tag{1}
$$
where $m\gt n$, $(m,n)=1$, and $m+n$ is odd. So the question is whether we can find $m,n$ so that
$$
m^2-n^2-2mn=\pm1\tag{2}
$$
Suppose we start with
$$
\begin{align}
m_k^2-n_k^2-2m_kn_k&=(-1)^k\tag{3a}\\
m_{k+1}m_k-n_{k+1}n_k-m_{k+1}n_k-m_kn_{k+1}&=(-1)^k\tag{3b}
\end{align}
$$
where $\text{(3a)}$ is true for $k\in\{-1,0\}$ and $\text{(3b)}$ is true for $k=-1$.
Furthermore, suppose we continue the sequences by
$$
\begin{align}
m_k&=2m_{k-1}+m_{k-2}\\
n_k&=2n_{k-1}+n_{k-2}
\end{align}\tag{4}
$$
Then we have, using $(3)$ and $(4)$,
$$
\begin{align}
&m_k^2-n_k^2-2m_kn_k\\
&=(2m_{k-1}+m_{k-2})^2-(2n_{k-1}+n_{k-2})^2-2(2m_{k-1}+m_{k-2})(2n_{k-1}+n_{k-2})\\
&=4(m_{k-1}^2-n_{k-1}^2-2m_{k-1}n_{k-1})+(m_{k-2}^2-n_{k-2}^2-2m_{k-2}n_{k-2})\\
&+\ 4(m_{k-1}m_{k-2}-n_{k-1}n_{k-2}-m_{k-1}n_{k-2}-m_{k-2}n_{k-1})\\
&=4(-1)^{k-1}+(-1)^{k-2}+4(-1)^{k-2}\\
&=(-1)^k\tag{5a}
\end{align}
$$
and
$$
\begin{align}
&m_km_{k-1}-n_kn_{k-1}-m_kn_{k-1}-m_{k-1}n_k\\
&=(2m_{k-1}+m_{k-2})m_{k-1}-(2n_{k-1}+n_{k-2})n_{k-1}\\
&-\ (2m_{k-1}+m_{k-2})n_{k-1}-m_{k-1}(2n_{k-1}+n_{k-2})\\
&=2(m_{k-1}^2-n_{k-1}^2-2m_{k-1}n_{k-1})\\
&+\ (m_{k-1}m_{k-2}-n_{k-1}n_{k-2}-m_{k-1}n_{k-2}-m_{k-2}n_{k-1})\\
&=2(-1)^{k-1}+(-1)^{k-2}\\
&=(-1)^{k-1}\tag{5b}
\end{align}
$$
Thus, $(3)$ holds for all $k$.
Therefore, if we start $(m_{-1},n_{-1})=(0,1)$ and $(m_0,n_0)=(1,0)$, then we get
$$
\begin{align}
(m_1,n_1)&=(2,1)\implies(3,4,5)\\
(m_2,n_2)&=(5,2)\implies(21,20,29)\\
(m_3,n_3)&=(12,5)\implies(119,120,169)\\
(m_4,n_4)&=(29,12)\implies(697,696,985)\\
(m_5,n_5)&=(70,29)\implies(4059,4060,5741)\\
&\vdots
\end{align}
$$
Using continued fraction approximations to $1+\sqrt2$, which is a root of $x^2-2x-1=0$, it can be shown that this sequence contains all of the primitive Pythagorean triples with legs that differ by $1$.
Instead of using $(4)$ to generate $m_k$ and $n_k$, we can solve the recurrence to get
$$
m_{k-1}=n_k=\frac{\left(1+\sqrt2\right)^k+\left(1-\sqrt2\right)^k}{2}\tag{6}
$$