"-I didn't hear a Screaming Wilhelm...did anyone else?"
"Yes, there was one. I can't remember the scene. I just remember hearing it and thinking, "ah, there's our boy, Willie!"
After Anakin tries to get Obi-wan off the ground, and tells Palps "His fate will be the same as ours". Grievous tells "All batteries fire". During this gunfire, a gun explodes and you hear the Wilhelm.