And on 8 May 1943, he wrote: “Unfortunately, German ammunition has been found in the graves at Katyn It is essential that this incident remains top secret. If it were to come to the knowledge of the enemy the whole Katyn affair would have to be dropped.”

You forgot at least an ellipses in your quote, here is the full version (part you cut out in bold):

“Unfortunately German munitions were found in the graves of Katyn. The question of how they got there needs clarification. It is either a case of munitions sold by us during the period of [the German-Soviet Non-Aggression Pact (1939-1941)], or of the Soviets themselves throwing these munitions into the graves. In any case it is essential that this incident be kept top secret. If it were to come to the knowledge of the enemy the whole Katyn affair would have to be dropped.”

Goebbels, Joseph. The Goebbels Diaries: 1942-1943, edited by Louis P. Lochner, Doubleday, 1948, p. 354.

This confirms exactly what they said. The “throwing munitions” excuse is obviously untrue but I’m not sure about sold ammunitions.