Cotton's shins

In the commentary for "Shins of the Father," Peggy says that Cotton's WWII story would be revealed to be fake in a future episode. Is that true, and if so, which episode and what really happened to the shins?

Cotton is my favorite character. Do you have a list of every episode he was in?

i forgot where i read it but, it was something like cotton was really a
god       awfull soldier & stepped on a landmine      while running away
from a battle, but         they got cold feet about running it. .