Hi
I've checked out Gale 19 th century newspapers online also Leeds Library a few years back on Joseph Pennington burial entry 1840 age 47, (who was actually is buried at St Paul's chapelry of St Peter in Queen st Huddersfield [Now part of the Huddersfield Uni] for another member of Rootschat doing ancestry on Joseph) and nothing is came up.
Joseph could have died in Denbydale, Clayton West (Part of High Hoyland parish) or Cumberworth area (Ecclesfield) of now Huddersfield, if the death was recorded formaly by the parish coroner
There maybe formal Coroner office records of his death if an inquest was done.
Also as I said earlier the death could have been recorded in the Huddersfield Register office and not in the GRO index, therefore get the Huddersfield register office to check their index first! and if there is not entry of Joseph in 1840 in Huddersfield, then check Sheffield register office for the Ecclesfield entry as
it possible Joseph's death was not registered that early only 3 years after the start of the GRO in 1837. The family were very poor, some siblings were petty criminal convicts sent to Australia and not have known about registering deaths.
or take a chance and send off for the 1840 GRO Ecclesfield entry
Its always a gamble buying GRO BMD certificates
https://www.sheffield.gov.uk/your-city-council/register-office/register-office-contact-details.html