I have no idea how common this was. Obviously, there was General Sir Bruce Hamilton, but I've came across a contemporary newspaper report of Colour-Sergeant J. H. Cranch, of Llandilo, who went out to South Africa in March 1902 with the 1st V.B. Welsh Regiment as pay-sergeant, and who had previously seen active service in South Africa in 1880.
Another I could nominate was then Lt. Alex Thorneycroft (siege of Pretoria). I will also nominate "Pte. Edward Shaw (Pretoria Carbineers)", later "369 Pte E. Shaw, TMI), (Spion Kop, etc.,) and, later still, member of the F.I.D. Some time ago I submitted a topic "From the Siege of Pretoria to Spion Kop) regarding this very interesting man.
Ebenezer Cheesman, a Zululander, served in the Natal Mounted Police during the Zulu War, he was one of a small NMP contingent that participated in the Basutoland Rebellion, he was with the NMP on Natal's northern border during the 1st Anglo-Boer War, and he then served with the Colonial Scouts during the 2nd ABW, I have only his Zulu War medal. His QSA has been on the market, but not, as far as I know, the CGH GSM.
I wrote the following about the NMP in the 1st ABW:
When the war began in December 1880, the Governor of Natal and Officer Commanding the British forces in south-east Africa, Major-General Sir George Colley, had no Imperial cavalry under his command, so a detachment of the Natal Mounted Police was called out to form a mounted presence on the Transvaal border. The NMP remained on active service until 30/3/1881. In keeping with the British tradition of not honouring a defeat, no campaign medal was issued for this conflict, although the NMP OC, Major John Dartnell, was awarded the CMG.