Brewer's: Cock and Pie

(By). We meet with cock's bones, cock's wounds, cock's mother, cock's body, cock's passion, etc., where we can have no doubt that the word is a minced oath, and stands for the sacred name which should never be taken in vain. The Pie is the table or rule in the old Roman offices, showing how to find out the service for each day, called by the Greeks pinax (an index). The latter part of the oath is equivalent to “the Mass book.”

“By cock and pie, sir, you shall not away to-night.”— Shakespeare: 2 Henry IV., act v. 1.

Cock and Pie
(as a public-house sign) is probably “The Cock and Magpie.”
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
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