There are several published works out there by Union veterans of units that were heavily involved in Missouri counter-insurgent activities--but most are generally an overview of the actions of the entire regiment as opposed to the personal experiences of the authors. Exceptions to that rule include the writings of Lazear and Schrader, listed below.

With that in mind, you might hunt down the following works--

Charles D. Field, "Three Years in the Saddle," published in 1898. Memoir involving the 13th Illinois Cavalry.

Charles H. Lothrop, "A History of the First Regiment Iowa Cavalry," published 1890.

"The Civil War Letters of Colonel Bazel F. Lazear," Missouri Historical Review, three parts--Part 1-April 1950; Part II-July 1950; Part III-October 1950. Lazear served in the Pike County Home Guard; Fagg's Six Month Militia; 12th Missouri State Militia Cavalry; and the 1st Missouri State Militia Cavalry. He also recruited for the 10th Missouri State Militia Cavalry (aka 3rd MSM Cavalry--New). These articles were culled from the Lazear Papers, which are housed at the Western Historical Manuscript Collection at the University of Missouri in Columbia. If you have the chance, you might look into the papers themselves, which would give you additional first person experiences of a prominent Federal guerrilla hunter.

Edwin A. Carpenter, "History of the 17th Illinois Cavalry Volunteers." This is a series of articles that were serialized in an Illinois newspaper in 1886 that have been compiled into one document that is housed in the archives of the Illinois Historical Society.

A.W.M. Petty, "A History of the Third Missouri Cavalry From its Organization at Palmyra Missouri 1861 up to November Sixth 1864." Published in 1865. This unit was a Volunteer unit, and is not to be confused with one of the various militia units that had the same numerical designation.

There is also a memoir--"Reminiscences of William H. Schrader" a copy of which I have in my possession. It was written by William H. Schrader, circa 1914, and is the most in-depth history of the 9th Missouri State Militia Cavalry in existence.

And while it is not a personal memoir and is encumbered by the biases of the author, William Elsey Connelly's 1910 "Quantrill and the Border Wars," is very extensively researched via first-person interviews with key players and participants.

In addition, the Cyrus A. Peterson Papers at the Missouri Historical Society in St. Louis has reams of unpublished first person accounts of Federal soldiers who fought guerrillas.

Additional reading: Confederate memoirs that you might consult include "The Civil War Reminiscences of General M. Jeff Thompson"; as well as Joseph Mudd's "With Porter in North Missouri." Thompson was a general in the Confederate-supporting Missouri State Guard, while Mudd served under Confederate Jo Porter. While both were involved in behind-Federal-lines operations, they were not the classic hard-core sort of guerrillas commonly associated with Quantrill, Bill Anderson, or Hildebrand.

Another memoir of this same type includes "Behind Enemy Lines:The Memoirs and Writings of Brigadier General Sidney Drake Jackman," edited by Richard L. Norton, 1997.

And for a memoir of the hard-core-Confederate-guerrilla-type, see Hamp Watts, "The Babe of the Company," published in 1913.