If memory serves he also ordered that all enemy killed were to smeared with lard. They decided to leave Pershing alone upon seeing that.
(Please feel free to correct me if i'm wrong about this)
Claim: General John J. Pershing effectively discouraged Muslim terrorists in the Philippines by killing them and burying their bodies with pigs.
Status: Undetermined.
Example: [Collected on the Internet, 2001]
http://www.snopes.com/rumors/pershing.htm