Green’s Dictionary of Slang

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.

1611		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.
1796		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.
1811		Lex. Balatronicum.
1823		Egan Grose’s Classical Dict. of the Vulgar Tongue.