I heard this bit of information on a battlefield tour of Shiloh several years ago. When I looked on the web this morning I found this is based on a novel someone wrote based on an actual trip several German army officers made to Mississippi in the 1930’s. It is now believed Rommel was not in that group:
http://www.olemiss.edu/mwp/dir/wells_lawrence/
Thanks. I tried doing a Google search but didn’t come up with anything.