More on Jemmie Duffs from Infoplease:

• Jemmie Duffs - Jemmie Duffs (See Jamie Duffs.) Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894 ...
• Jamie - Jamie or Jemmie Duffs. Weepers. So called from a noted Scotchman of the 18th century, who lived at ...
• Dictionary of Phrase and Fable: J - Definitions, origins, and illustrative excerpts for words, phases, and literary allusions starting with "J"