Sorry to burst your bubble, but this is an Urban Myth. Pershing did have a gorilla problem, but he handled it quit differently.
no bubble burst I have heard that since my childhood and have passed the big 70...if you are dependig on snoopes, you might better check up on Black Jack Pershing other than rely on someone elses idea at snopes that is not always accurate, just my humble opinion and just as accurate as snopes....:O)