From the memoir of Nancy Spain, Why I'm Not A Millionaire, learned from Dorothy Dickson:

We are three jolly consumptives
(Terrible imitation of hawking and spitting here follows as chorus)
Hoch-choo, hoch-choo
We are three jolly consumptives
(Hoch-choo, hoch-choo)
We never work and we never will
We run up the hell of a doctor's bill
We are three jolly consumptives
(Hoch-choo hoch-choo)

Apparently Scottish singer Alex Campbell (link) sang a version of the song, but I couldn't find it.