Major Gordon Cooper
Did not see UFOs in space, but he did see an unidentified aerial phenomenon when he was a test pilot, and was unable to account for it. There is no record of any official report by Cooper of his sighting. He also viewed a film showing a possible UFO at White Sands, but this has since been identified as a balloon.
Donald Slayton
Did not see UFOs in space, but did see an unidentified aerial phenomenon when he was a test pilot, and was unable to account for it.
Major Robert White
Not an astronaut, or even an atronaught, but a test pilot who saw an unidentified aerial phenomenon.
Joseph A. Walker
Not an astronaut, or even an atronaught, but a test pilot who saw an unidentified aerial phenomenon.
Commander Eugene Cernan
Has never seen a UFO.
Ed White & James McDivitt
Ed white has never seen a UFO. McDivitt photographed something that appeared to be an unidentified satellite in orbit, which may have been the Titan II booster which launched him into orbit.
James Lovell and Frank Borman
Saw an unusual cloud of debris from their own booster separation event, which they could not identify at the time; a fraudulent photograph has been circulated which apparently shows a UFO but it is simply part of their own craft which has been photomanipulated.
Neil Armstrong & Edwin Aldrin
Did not see UFOs on the Moon, and although at first they reported an unknown object following them on their flight they subsequently identified it as part of the faring from the Saturn IV-B stage.
Maurice Chatelain
Not an astronaut, or even an atronaught, but a low level contractor for NASA with a severe credibility problem.
Scott Carpenter
Took a photo of a subsatellite balloon from his Mercury capsule, a photo which has since been misinterpreted as a UFO.
See
http://www.jamesoberg.com/77Feb-SW-astro-UFO.PDF for more details.