Wee wee Greman Lairdie. I know nothing about its background.

The earliest version that I know of is in Cromek's Remains of Nithsdale and Galloway Songs, 1810. It's on p. 177 of the 1880 reprint. Versions also appear in The Union Imperial Songbook, p. 236, 1815, and in Hogg's Jacobite Relics, I, p. 83, 1819.