The same ideas (and in some cases the same text) get repeated in a bunch of places (occasionally without modification) and without source which was not a compelling start. There were no references to actual arms, small or otherwise, in the readily available Volume I and II of the Project Horizon report. One commercial bookseller publishing a collection of Project Horizon stuff claims that Volume III of the report remains classified, and that seemed likely to be the one with the goods in, disappointingly.
With sufficient searching though, I finally turned up this little reference from Small Arms Review, which observed that it was no longer classified and even went as far as to provide a nice free download link, full of all sorts of goodies. They obtained access from Shrivenham Small Arms Library which is not a facility open to the public. This is the only source I found for the document, so it doesn't necessarily have particularly good provenance... compare the awkwardness of getting Volume III compared to the ease of finding I and II. It still seems to have been either only partially scanned or was partially redacted, as it only contains chapter 3, and no other part (such as an index). There's at least another 100 pages out there somewhere...
That aside, it gives us things like this:
the key observation being that the backblast of a claymore is somewhat less hazardous in a vacuum, making it practical to use one onna stick.
As promised by the unsourced wiki text, conventional claymore mines and Davy Crockett-type man-portable rocket launchers were also considered, though the latter included a provision for non-nuclear warheads. Also mentioned are grenade launchers and a pistol that fired buckshot (for ease of aiming). There's other scifi goodness in there too, such as
A proposal to study an Electron Accelerator as a weapon was reviewed and it appears feasible to deveolp a linear accelerator capable of projecting a focused beam of gamma radiation of sufficient density to develop adequate doses of neutron and gamma radiation in the target material
which sounds like complete technobabble garbage to me, but who knows. They do at least admit that such a thing would be too hard to develop in a useful timescale and probably too heavy, too.
Anyway, dangling wiki reference issue solved, and a fascinating bit of work regardless of whether it is genuine or not.
With regards to future work, one reference that pops up a few times, probably because of its name, is the 1965 work The Meanderings of a Weapons Oriented Mind When Applied In A Vaccum Such As On The Moon with a splendid subsection entitled "Possible Weapon Concepts Whose Feasibilities Have Not Been Determined But Are Presented As Ideas To Stimulated Thinking", which seems to roughly translate as a weapons list for a scifi RPG, complete with specs and illustrations. Not as cheesily awesome as the ones in the Project Horizon report above, alas.
I've no doubt other work has been done since, but is likely to be of a less cheerily speculative nature and more of a practical one, and as such seems likely to still be classified.
If anyone from the US was feeling particularly keen, maybe they could make an FOIA request? Assuming any other copies of the work still exist and it was indeed declassified, it might be possible to locate them or at least see if this one is a work of fiction.