ODNR - 1951, #486, p. 395 Opie relates
Parody: In A King's Story: The Memoirs of the Duke of Windsor
Duke of Windsor H.R.H. Edward, G.P. Putnam's Sons, New York, 1951

HRH tells that the information he brought back from his American tour in 1919 which most
pleased Bearge V was the doggerel picked up in a Canadian border town,
'Four and twenty Yankees, feeling very dry, Went across the border to get a drink of Rye.
When the Rye was opened the Yanks began to siing "God bless America, but God save the King!"

Also ODNR -
Aunt Louisa's Sing a Song of Sicpence, 1866, further verse,
They sent for the King's doctor, who sewed it on again,
He sewed it on so neatly, the seam was never seen;
and the jackdaw for his naughtiness deservedly was slain."

Also ODNR
"If any particular explanation is required of the rhyme
the straightforward one that it is a description of a familiar entertainment
is the most probable. In an Italian cookery book
Epulario, quale tratta del modo de cucinare ogni carne....(1549)
there is a recipe 'to make pies so that the birds
may be alive in them and flie out when it is cut up'. This dish
I further referred to (1723) by John Nott, cook to the
Duke of Bolton, as a practice of former days, the purpose of the birds
being to put out the candlesand so cause a 'diverting Hurley-Burley
amongst the Guests in the Dark'.

Sincerely,
Gargoyle