Well, this is a bit of a tricky question because there was unlikely to have been a massacre.

See, Chinggis Khan died in late August, 1227, while campaigning against the Tangut Kingdom, in what is now northwestern China, and his body probably carried back to Mongolia and placed in a hidden tomb. That is the only unequivocal statement we can make on the matter. Chinggis Khan ordered that his death should be kept a secret, at least until after the Tangut had been destroyed. If news broke early, it may have given the Tangut renewed spirit and prolonged their resistance, or by dying before the campaign was complete, it could appear heaven had rescinded it's favour. Thus, every source describing his death provides a different cause of death, a different date, and if he died before the Tangut capital (modern Yinchuan) had fallen or afterwards. You can see this video here for the specific sources all say.

A consequence of this, is that the aftermath with what happened to his body is not 100% clear. The most likely event is that his body was carried back to Mongolia and buried on Mt. Burkhan Khaldun, near his place of birth. This is not agreed upon by all the sources, but most of them have some variation of this. I personally believe it to be very likely.

As for your question however, the sources do not actually make a specific reference to such a massacre occurring. We have variations of it for his successors, a popular one being that every road would be closed down and travel forbidden while the body transferred. Knowing the Mongols, that chances are good that this was enforced with some killings. However, it seems this is something retroactively assumed to have taken place for Chinggis as well, but no such information exists. The route would have gone through Mongolia, where everyone would be on horseback. This wasn't like a medieval European road where the funeral procession would run into crowds of people on the route. The population density of Mongolia is very low, so it's rather more likely they'd see onlookers watching from a great distance. Taking the time to try and pursue everyone you saw on the horizon is unlikely to succeed when everyone's on a horse.

Now, it is possible that, while departing through China, the funeral entourage killed people on the way. That may have just been because the Mongols had a special venom for the Tangut at that particular time- we can imagine them thinking "had these idiots not rebelled against us, the Khan might still be alive!" Sieges and battles were ongoing when Chinggis Khan died in order to pacify the region.

The sources provide several methods for how they kept Chinggis' burial place hidden- a theme consistent throughout the sources. Considering they all give different methods as to how it was hidden (horses trampling all the grass in a wide area, trees planted allover where the body was buried, or all the grass carefully put in the exact same spot after the digging) it's doubtful any of our commentators had reliable information on how it was specifically done.

The closest we come for direct evidence of deaths relating to Chinggis' burial is that, a few years afterward, his son and successor Ogedai sent a few dozen 'young maidens,' to join his father. But that is not connected with the original funerary ceremony, of which we have very little information.

The area did become off limits though, and was placed under guard (by the Darkhad Mongols, if I'm not mistaken). Today it's called in Mongolian the Ilk Khorig, the great taboo. Even today, only the most limited, non-invasive archaeological surveys can be carried out. It remained a burial place for the Mongolian Greta Khans and nobility for centuries, and it's almost certain the Darkhad carried out their duty with deadly force as required.

Since we know very little about Chinggis' death with certainty, later writers (both medieval and modern) tried to fill in the blanks with rumours they had heard. Often, you'll see details or myths from the deaths of other nomadic conquerors (especially Attila!) added on to Chinggis. The story of him being fatally wounded during intercourse with a Tangut princess is likewise a later edition, appearing in sources about 400 years after. Yet, without much difficulty you'll find people online stating "that's how Chinggis Khan died!" Such is the nature of the matter!