Lola, while it's impossible to know for certain who may or may not be buried in the mass grave at Shady Grove Cemetery at Iuka, it seems relatively certain that the 260+ men buried there en masse were outright casualties of the battle on 19 Sept 1862 or those who died of their wounds within just a few days following the battle (probably by the first of October). Currently, we can account for about 100 men by name based on individual service records. (See the names and other data we've collected thus far at the link below)

While they were picking up the killed from the field, Federal authorities also reported finding the bodies of another 162 dead Confederate soldiers behind the Methodist Church (which had served as a hospital). Those bodies had been "previously prepared" for burial. These men would appear to be sick men who'd been sent from throughout the area to Iuka prior to the battle. The basic math of it all also points to these 162 men being buried alongside the battlefield casualties.

I'm afraid that not knowing a date of death for your Jerome Fry hampers considering him a likely candidate for the mass interment. If he were missing since the spring of 1862, and presumed dead at Iuka long before the battle, he'd more likely be buried in another of the Confederate sites in the area rather than the former "ditch" at Shady Grove. Unfortunately, I'm just not aware of where those locations might be. If he died even within a few days in advance of the battle, he could conceivably be one of the 162 "Methodist church" men. It was September ... but remember, it was September IN Mississippi, and it was hot ... so there was a real need to bury the dead as quickly as possible.