No I have not ordered pension records. Only non direct relatives would have been eligible for pensions. Direct ancestors died in service, so no pension for them.
Oh, don't assume that! If a soldier had a spouse or any dependent (including parents, siblings, or children), then they might very well have claimed a pension with reference to his service. In fact, those dependent pension applications can be some of the MOST helpful.
A veteran's pension file can be very interesting, of course, with lots of information about his service and more than you ever wanted to know about his medical maladies over the course of his life. (And, by the way, he didn't have to be wounded to receive a pension. Starting in 1870, a Union veteran was eligible for a pension if he could prove that he was disabled - even if that disability wasn't a result of his service. And starting in 1907, all surviving veterans were eligible for a pension.)
But if a dependent applied for a pension, then they had to prove their connection to the dead soldier, among other things. So many such files contain copies of marriage certificates, death certificates, discharge papers, and other official documents, plus a list of living siblings/children and their birth dates, letters from the soldier, testimonials from family/neighbors or fellow soldiers, etc. And then there will likely be details about the soldier's death or burial (to the extent that the family knew it) and other information about his life and service. It could be a gold mine of information!
I've seen MANY applications where Mom or Dad claimed that the dead son had previously sent them money on a regular basis and it was their only source of income, etc. And the file may include all of that great detail even if the application was denied.
If the soldier (actually, any person) had a father, brothers, or sons in the service, I'd certainly pull those pension files too. In attempting to prove her dependency, for instance, a mother would likely give details about the demise (or disability) of her husband and each of her children.