Green’s Dictionary of Slang

(Aus.) a mild excl.; a euph. for Jesus! excl.

1906		E. Dyson Fact’ry ’Ands 8: Jimmy Jee! She’s no fact’ry rat. Do ’ave er bit iv common.
1914		E. Dyson Spats’ Fact’ry (1922) 32: Jimmy gee! That’s ’er with him. [Ibid.] 155: Jimmie Gee, she’s got a face like a battered can.
1943		‘Henry Green’ Caught (2001) 65: I’d’ve got in the distillery, by Jimmy Jesus.