Good to see this old friend of a thread again.

I was interested to see Lighter's find:

"Evening World (N.Y.C.)(June 9 1906), p. 6 [without explanation]:

"'Aha!' she cried, in accents wild,
And waved her wooden leg."

That gives it a date early enough to rule out some of the suggestions. And that other link in the same post is suggestive - I wonder if someone wrote about the unlucky Sally Ann waving her wooden leg after being shot, and they appeared in some local newspaper and launched the passage…