I always thought that "H-E-double hockey sticks" was said in jest, a humorous euphemism of something that didn't need to be euphemized.

Well, when I watched US Arena Cross or similar 4 wheel stuff the winner usually says something like "I wrung the heck outta it".

Not to cause offence while plugging their sponsors? As if the grammar doesn't send shivers down the spine of us Brits. Don'tya know? Old bean!