That is strange. TO make it clear, I don't remember IN, I recently played only DW. But if htere is Claim Throne CB and you used it to declare war, it should be there a term in offer peace deal. Normally it is located in last tab of the peace deal, where you can choose "Conceal Defeat", "Vassalise", in certain cases "Force Religion" and so on. There should be option that is called something like "Form a Personal Union".
I used it with spies mostly, but it doesn't matter how you get the proper CB. If you used it, option should be there. Are you sure you used teh correct CB, beause if not the option won't be visible?
And to answer the question fully how to do it, there are 3 ways:
Simple it may happen if you have royal marriages. You should be bigger, high prestige, positive relations... and it helps if you have more troops (indirectly, because if you have less troops, nation will try to break union). If you click on any province of another nation, hover over the ruler and you will see who is heir and what happens when ruler dies. If you are married to ruler with no heir it will say that upon rulrs death nation forms union with someone. If no proper royal marriage exists for this, then it will say some noble will take over (meaning AI will spawn someone to take over since nation won't disappear). I think union may happen even if heir exists, with lower odds on right conditions (heir has low legitimacy, you have great relations, you have much bigger prestige and legitimacy and so on)
What you did: under some conditions you can claim the thore if you have royal marriage. If two or more countries claim it, on death there will be Succession crisis war (you can't start succession war via option in interface). You get CB for one year upon claiming, so you may declare war on target country directly, with necessary stability hit for attacking a nation which you have marriage with. Warscore for force-forming PU is always 90%.
Use spy to fabricate claim and get Casus Belli like you get with Claim Throne option. Difference is that it costs you a spy, gold, reputation if spy is discovered and it may not even succedd, but you avoid stability hit on declaring war.
To keep UN runnning on your ruler's death, make sure you have positive relations. And it will surely be negative after the war, so expect to send gifts, guaranties, allow troops etc. So it is bad idea to start UN war with old ruler as he may die just when war is over and that would disband UN. You would get one year CB for UN restoration, but you might still be in cease-fire. So it is better to start with new young ruler or start with old one, but wait for him to die before you sign peace deal. Also, what was said before, if nation has more troops than you or simply feel they are big enough, they will spam you with insult to lower your relations and wait for UN to break. This won't happen while you are at war though. So sometimes a small nation with big legitimacy may end up with big nations in UN simply through marriages. The big nation will start spamming insults unless you declare a war and keep using their troops to expand until you are big enough to keep them in UN. Naturally it is dangerous to be in constant war, but it might be worth it.