Hi, Bill.
Yes, several baggage cars (such as #125) were modernized with steam heat and electic lighting for use on the San Juan and Shavano.
Other baggage cars (such as #126) had no steam heat, no electric lights, but were fitted with steam lines and air signal lines under the carbody for use on the San Juan and Shavano.
The longer baggage cars (38' 8")(such as #127) carried Delco power plants to provide lighting for the train. These all were supplied with electric lights and steam heat for use on the San Juan and Shavano.
Herbert Danneman's book "Rio Grande Narrow Gauge Varnish" (Colorado Rail Annual #25)is an excellent source for information on D&RGW passenger equipment. I was able to find mine on ebay.
Sorry it took so long to get back to you on this, I've been really busy this week.
Go Buffs!