I now highly recommend going to the Research section of the National Archives if you have the opportunity. The staff were incredibly helpful from start to finish. I will have to go back when I can spend more time.
What I really enjoyed was being able to handle the pension file just as it was submitted by my 4th great-grandmother Elizabeth Thornhill Jones. It is a special experience to get to touch documents that my ancestors touched and to see their "x" on the actual paper they signed.
So I now have photocopies and HDR photos of the pension file. Sadly, Robert Thomas Jones Sr's story does not have a happy ending. I'll have a follow-up post on that later in the evening.