Green’s Dictionary of Slang

choking pie n.

also cold pie

a heavy-handed practical joke played on someone who falls asleep in company; cotton is wrapped up in a tube of paper, this is then set on fire and the smoke is directed up the sleeper’s nostrils.

[UK]R. Cotgrave Dict. of Fr. and Eng. Tongues n.p.: Chaumoufflet, Bumbast put into a cornet of paper, then kindled, and the smoke thereof put into the nosethrils of a sleeper; we call it, a choaking pie, or cold pie.
[UK]Grose Classical Dict. of the Vulgar Tongue (3rd edn) n.p.: Choaking Pye, or Cold Pye, A punishment inflicted on any person sleeping in company: it consists in wrapping up cotton in a case or tube of paper, setting it on fire, and directing the smoke up the nostrils of the sleeper.
[UK]Lex. Balatronicum.
[UK]Egan Grose’s Classical Dict. of the Vulgar Tongue.