Long before Dawson, common on radio comedy shows when I was a young lad late 1940s, early 50s but according to wikipedia the origin is:
”The term, or its variant "as the actress said to the bishop", is British in origin. It supposedly originated from a conversation between the actress Lillie Langtry and the Bishop of Worcester. They were at a country house weekend party and on Sunday morning before church, they went for a stroll in the garden. On their walk, the bishop cut his finger on a rose thorn. Over lunch, Lillie enquired about his injury, asking: "How is your prick?" To which the bishop replied: "Throbbing," causing the butler to drop the potatoes.”
I hope that’s true.