Green’s Dictionary of Slang

an excl. of surprise.

1934		G. & S. Lorimer Stag Line 171: Great balls of fire! Holy Joe, this is horrible, Maudie!
1958		(con. 1940s) B. Behan Borstal Boy 302: Holy Joe, that scabbed it, who wouldn’t join the Society.
1978		S. King Stand (1990) 520: Holy Joe, boys! Ain’t I some glad sumbitch to see you guys!