I have found the following at the National archives. Scans of both of these can be ordered through eggsa.org.
DEPOT TAB
SOURCE TP
TYPE LEER
VOLUME_NO 41
SYSTEM 01
REFERENCE 1625
PART 1
DESCRIPTION RECORD OF CONDUCT AND SERVICE OF: JESSE PILGRIM.
STARTING 19060818
ENDING 19090309
DEPOT NAB
SOURCE MSCE
TYPE LEER
VOLUME_NO 0
SYSTEM 01
REFERENCE 37/210
PART 1
DESCRIPTION PILGRIM, JESSE. (S/S MINNIE ELIZABETH; BORN HALEY; REMARRIED).
STARTING 19100000
ENDING 19140000
REMARKS MRD170/1910.