Rumours about guns, cartridges and pig fat go back at least to the Indian Rebellion/Mutiny against British rule of 1857.
I am not sure if a deliberate shooting of Moslems with pig fat laced bullets has ever happened. But somehow it remains in popular memory.
Also, I'm not sure why anyone would need pig fat when shooting by a woman seems to have much the same effect without any special manufacturing process. The Kurds employed this method to good effect.