Many thanks Diddy
The information you have kindly found would appear to have been bestowed upon the Grenadier Guards fairly recently and is not specific to the 2nd Boer War.
The reason I originally posted the question was that many years ago I remember a commemorative scroll hanging in my late Grandparents home in Stamford and a recent discussion with a number of my cousins seemed to point to the fact that it was given, together with the freedom of the City, to all the men of Lincoln who returned from the war in South Africa in 1902. ( My Grandfather was born, worked and was married in the City) Unfortunately the scroll has over the years gone missing.
I have looked again at his WWI medal card and it shows he was then a Sergent in the Lincolnshire Regiment. I stumbled across a web site about the Boer war that subsequently led me to a picture of a memorial in Lincoln Cathedral commemorating the fallen of the Lincolnshire Regiment during the campaign.
A further search has now unearthed the Regiments Museum at the Old Barracks in Burton Road, Lincoln, so it looks as if a visit there is called for.
I still think the Archives will hold information on the subject, its just that they are still trying to place the majority of their vast collection on the On-Line catalogue.
Once again thanks for looking Diddy, much appreciated.

Alan