It would be interesting to change the ending and prevent George from killing Lennie. George kills his friend out of mercy, as he fears that the mob coming for Lennie might torture his friend and might kill him after frightening him. I would change this action to see if Lennie could have a better end. In a more enlightened age, perhaps Lennie could be taken into police custody, and eventually he could be sent by the court to a kind of benign institution (which likely did not exist at the time the book was written, particularly for rural, poor people like Lennie) so that he could be educated, cared for, and trained for a different job. In addition, an enlightened justice system could provide some degree of clemency for Lennie, as he is developmentally disabled and does not always realize what he is doing. Changing this action would alter Lennie's future and not cause George to be his killer.
Another action that could have changed the book is that Lennie and George could leave the ranch when Lennie feels spooked by the place and senses something wrong. They are not able to leave because they have no money to go elsewhere. However, if they had had more resources, they might have been able to leave the ranch owned by Curley's father to live somewhere where they might have been better treated. I would make this change so that Lennie and George could have the opportunity to live independent, better lives. Perhaps working at another place might have given them the resources to eventually go off on their own as farmers. Changing this action would make the novel more hopeful and less tragic.