This is the military equivalent of an urban legend. It's a completely unconfirmed story that is contradicted by some accounts, and in others, it wasn't Pershing but a Col. Alexander Rogers of the 6th cavalry. In no case is it verified. Dr. Frank E. Vandiver, a biographer of Pershing's considers it completely apocryphal.
In any case, in Islam, Pork is NOT the equivalent of "Go to hell, go directly to hell, do not pass GO, do not collect $200." It's simply meat from an animal that is considered unclean, and they're not allowed to eat it (unless they're starving, and there's nothing else to eat, in which case they are).