As stated earlier by Chris Wright in 2015, Charles Gray `1782-1851, wrote an antecedent.   This appeared in an Edinburgh published book 'Lays and Lyrics' by Charles Gray 1841. This book can be found on the Internet Archive. Whether he published it any earlier, or in another form, I don't know.

Grim Winter Was Howlin'

Grim winter was howlin' owre muir and owre mountain,
   And bleak blew the wind on the wild stormy sea;
The cauld frost had lock'd up each riv'let and fountain,
   As I took the dreich road that leads north to Dundee.
Though a' round was dreary, my heart was fu' cheerie,
   And cantie I sung as the bird on the tree;
For when the heart's light, the feet winna soon weary,
   Though ane should gang further than bonnie Dundee!

Arrived at the banks o' sweet Tay's flowin' river,
   I look'd, as it rapidly row'd to the sea;
And fancy, whose fond dream still pleases me ever,
   Beguiled the lone passage to bonnie Dundee.

There, glowrin' about, I saw in his station
   Ilk bodie as eydent as midsummer bee;
When fair stood a mark, on the face o' creation,
   The lovely young Peggy, the pride o' Dundee!

O! aye since the time I first saw this sweet lassie,
   I'm listless, I'm restless, wherever I be;
I'm dowie, and donnart, and aften ca'd saucy;
   They kenna its a' for the lass o' Dundee!

O! lang may her guardians be virtue and honour;
   Though anither may wed her, yet well may she be;
And blessin's in plenty be shower'd down upon her -
   The lovely young Peggie, the pride o' Dundee!