Some pensioned soldiers became guards for convict ships and others performed policing duties in Australia and other British colonies. They were also referred to as the Enrolled Pensioner Force.
The website Convicts to Australia has background information and a searchable name list of Enrolled Pensioner Guards and Warders in Western Australia.
As these men all served previously with the British Army, you will be able to research their Army service in the Muster Rolls and Pay Lists in The National Archives in the UK. For those soldiers who served with the British Army in Australia, the Muster Rolls and Pay Lists of their regiment in Australia are available in the Australia Joint Copying Project microfilms.
Related guide: Australian censuses and musters
Pensioners who remained in Australia may be found on the AJCP microfilms Returns: Out-pensions records, Royal Hospital Chelsea Pensions returns [WO 22] 1845-1880.
Records of their discharge to Pension may be found in the British Army Service Records 1760-1915 in FindMyPast UK, found in eResources.