Some were taken to Mexico, Mo and buried there. At a later date they were reinterred at Jefferson Barracks Nat. Cemetery in St. Louis. The cemetery in Mexico is no longer in use. From a link I'll provide below, I kind of get the feeling the engineers were the ones buried in Mexico, but again, it's just a feeling.
Others of the killed were buried in a common grave in Centralia, and later reinterred at the Fed. cemetery in Jefferson City, MO. There is a list of the known dead from this second group, but I'm sorry did not see your ancestors name on it, although there were many "unknown" of this group.
Here's the link to an old discussion group that I think is no longer active. It may give you some hints as to where your ancestor was buried. One of the members is named Tom Thomas and he mentioned an ancestor of his by the name of James Pace from Platte Co. Mo. who was a member of the Paw-Paw Militia, would you be related to either of these two men?
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http://history-sites.com/cgi-bin/bbs62x/mocwmb/webbbs_config.pl?md=read;id=15049>
The discussion that pertains to the engineers is down towards the bottom, but the thread contains a lot of information you may find interesting. By the way, one of the members of the forum, Bruce Nichols, has written a 4-volume history of the guerrilla war in MO.