Unfortunately, tele serials (Om Namay Shivay and Devon Ke Dev. Mahadev) have focussed only on his milk-on-demand story and ignored his other achievements.
He was one of the few to be blessed with Saameepya mukti, that is, being allowed to live in the Lord's presence. He is said to have resided in a mountain peak just below Kailash and spent his time discoursing to the rishis who would visit him not just about Shiva bhakti but also about ShivaBhaktas.
He is most well known for his Adhanareeshwara Ashtakam (his tribute to his adopted parents Shiva- Parvati) and his Shiva Sahasranamam.
When Bhishma lay dying on the battlefiels, Yudhishthira asked him to recite the Shiva Sahasranama (1000 names of Lord Shiva). Bhishma, who is too tired, is unable to do so and requests Krishna to comply with Yudhishthira's wish.
Lord Krishna answers that, on his request, Sage Upamanyu had taught him the Shiva Sahasranama and he will repeat the same.
The Ardhanareeshwara Ashtakam is yet another of Upamanyu's wonderful creations. I will post just one verse from it and its meaning. The beauty of this sloka is that the first line refers to Parvati, and the second to Shiva and the third line combines the two.
Sphuran maha pannaga bhooshanayai,
Shiva priyayai cha Shivaa priyaya,
Nama Shivayai cha namashivaya.
She who wears glittering ornaments in her ears
He who wears snakes as his ornaments
She who is the beloved of Shiva and He who is the beloved of Parvati
Salutations to Shivaa and Shiva
The Uma samhita also related another interesting incident from Upamanyu's life. Once Sri Krishna was wanted to worship Lord Shiva and was hunting for a suitable guru to initiate him in the Panchakshari Mantra. He approached Sage Upamanyu and sought his help.
The rest of the story is as follows :
He found Maharishi Upamanyu engrossed in his meditation. He told Upamanyu about his desire and requested him to describe about the greatness of lord Shiva.
Upamanu described about his own experience when he had divine glimpses of lord Shiva who was meditating
''Once I saw Shiva who was surrounded by all the deities. Lord Shiva was engrossed in his deep meditation. Shiva had in his possession all the divine weapons like - Trident, Axe, Noose, Sudarshan etc. Lord Vishnu and Brahmaji were also present there. I eulogized lord Shiva who became pleased with me. Lord Shiva wanted to bless me with a boon. I requested lord Shiva to bless me with three things -
1) I should always remain his devotee
2) to be able to know about the past, present and future events
3) My family should never feel the scarcity of rice and milk.''
''Lord Shiva not only blessed me with all these three things, but also to be able to see the Vaivasvat kalpa.''
Sri Krishna then proceeded to do his penance after getting initiated by Upamanyu with the mantra - Om Namah Shivay. He did a tremendous penance for fifteen months by standing on his toe. In the sixteenth month lord Shiva and Parvati appeared before him after being pleased by his penance. Lord Shiva expressed his desire to bless Krishna. Krishna requested eight boons.
1) May his intelligence always remain inclined towards religiousness,
2) May he attain immortal fame,
3) May he has his abode in Shiva's proximity,
4) May his faith and devotion in Shiva be unswerving,
5) May he have ten valiant sons,
6) May he be victorious against his enemies,
7) May all his enemies be destroyed and
8) May be dear to all the yogis.
After receiving eight boons from Lord Shiva, Krishna requested one more boon from goddess Parvati May he always be in the service of his parents and the brahmins. Sri Krishna then went back to Upamanyu and narrated the whole story. At last he returned to Dwarka.