The earliest known version with words pony, feather, and macaroni, which consists of one verse only, is in James Orchard Halliwell-Phillip's The Nursery Rhymes of England (London, 1842). The following is from a reprint of the 1843 edition (Singing Tree Press, 1969, p. 104; words only):

YANKEE DOODLE came to town,
Upon a Kentish poney;
He stuck a feather in his hat,
And called him Macaroni.