This is not going to be an easy task as not too many companions married their cousins. One companion that I know of is 'Abdullah ibn 'Umar ibn al-Khattab who was married to his maternal cousin, Zainab bint 'Uthman ibn Madh'ūn.
His mother was Zaynab bint Madh'ūn. Her brother, 'Uthman ibn Madh'ūn had a daughter named Zainab from his wife, Khawlah bint Hakim ibn Umayya. 'Abdullah ibn 'Umar married his cousin, Zainab bint 'Uthman ibn Madh'ūn.
عَنِ ابْنِ عُمَرَ أَنَّهُ تَزَوَّجَ بِنْتَ خَالِهِ عُثْمَانَ بْنِ
مَظْعُونٍ قَالَ: فَذَهَبَتْ أُمُّهَا إِلَى رَسُولِ اللَّهِ صَلَّى
اللهُ عَلَيْهِ وَسَلَّمَ فَقَالَتْ: إِنَّ ابْنَتِي تَكْرَهُ ذَلِكَ
فَأَمَرَهُ النَّبِيُّ صَلَّى اللهُ عَلَيْهِ وَسَلَّمَ أَنْ
يُفَارِقَهَا فَفَارَقَهَا وَقَالَ: لَا تَنْكِحُوا الْيَتَامَى حَتَّى
تَسْتَأْمِرُوهُنَّ فَإِذَا سَكَتَتْ فَهُوَ إِذْنُهَا
— NOTE: My own translation, so treat with care:
Narrated by Ibn 'Umar that her married the daughter of his maternal
uncle, 'Uthmān ibn Madh'ūn, and he said: "Then her mother went to the
Messenger of Allah ﷺ and said: 'My daughter hates this matter.'" The
Messenger of Allah ﷺ ordered him [Ibn 'Umar] to divorce her and said:
"Do not marry the orphaned girls until you get their consent, and if
she stays quiet, this is her consent."
— Sunnan ad-Dāraqutni, Book of Nikah, Hadith
This, by no means, is an indication that he was the only companion to marry his cousin.