There is a mention of this (They put a pig upon a wall to see the band go by") in a Johnnie Coppin song about a village/small town in Gloucestershire, Yorkley if memory serves me correct.

"If you should climb to Yorkley Slad
Pause not to question why
They put a pig upon a wall
To see the band go by"

The song I think is called "Warning", with the same name and words as the poem by F.W. Harvey.