Yeah, the pig thing is a myth/legend/propaganda.
100,000 Moros alone were killed over ten years, mostly civilians.
From Snopes, it is indeterminate if Pershing himself ordered this done, but similar practices were committed by his subordinates:
“It was Colonel Alexander Rodgers (*Governor of Jolo) of the 6th Cavalry who accomplished by taking advantage of religious prejudice what the bayonets and Krags had been unable to accomplish. Rodgers inaugurated a system of burying all dead juramentados in a common grave with the carcasses of slaughtered pigs.
“The Mohammedan religion forbids contact with pork; and this relatively simple device resulted in the withdrawal of juramentados to sections not containing Rodgers. Other officers took up the principle, adding new refinements to make it additionally unattractive to the Moros.
“In some sections the Moro juramentado was beheaded after death and the head sewn inside the carcass of a pig. And so the rite of running juramentado, at least semi-religious in character, ceased to be in Sulu. The last cases of this religious mania occurred in the early decades of the century. The juramentados were replaced by the amucks. .. who were simply homicidal maniacs with no religious significance attaching to their acts.”
I would like to add that the idea of sewing Muslims inside of pig skins was originally devised, or at least credited to the British in India.
“(After the massacre at Cawnpore) The British responded with mechanistic fury and re-established order with brute force. In Kanpur, Indians were rounded up and made to lick up the blood on the Bibighar floor where the Europeans had been killed; then they were stuffed with pork and beef and sewn into pigskins. Finally they were blown from cannons, having been told that the Brahmins would be buried and the Muslims burned to endure their eternal damnation. In Allahabad the sadistic Brigadier-General James Neill slaughtered 6,000 Indians, announcing that ‘the Word of God gives no authority for the modern tenderness for human life’...”