Gitch - it's not as easy as where your relative worked, it depends on where he lived. For example, if he lived in Bargoed, Gilfach, or Deri he probably would have been buried in Brithdir cemetery. If he lived on the Mon. side of the Rhymney river, he would have been buried in Bedwellty. If he lived in the Gelligaer area, he may have been buried there. Your best bet is to contact Caerphilly council's Office in Pontllanfraith, as they are responsible for all the cemeteries in the area. Another thing you may want to do re. genealogy, is to sign up separately, for the Glamorgan and Monmouthshire (Mon.) www.rootsweb.com. it's free.
My father and virtually all of my uncles worked there at some time in their lives. My uncle Ossie died there in 1936. My father made it until 63, then he died from "dust" -pneumonoconiosis.