Green’s Dictionary of Slang

(Aus.) to announce, with great fanfare, one’s imminent retirement, only to return, time and time again, for another ‘farewell’, a practice of Dame Nellie Melba (1861–1931) and many other ‘showbiz greats’.

1971		Australian 20 Feb. 22: The later years were marked by a seemingly endless round of farewell performances. ‘Doing a Melba’, they call it [GAW4].
1981		Sun. Mail (Brisbane) 20 Sept. 60: Scamp has been known to do a ‘Melba’ before. In fact he has announced his retirement four times, and yesterday’s exclusive to the Sunday Mail was his fifth retirement [GAW4].
1994		M. Morrison Aus. Life in the 1920s 🌐 The incomparable opera singer Dame Nellie Melba [...] had an unfortunate habit of giving multiple farewell concerts, giving rise to the expression ‘to do a Melba’.
1997		(ref. to 1924-8) Brakeman & Gall Chrono. of Women Worldwide 211/2: In 1924, at Geelong, she gives the first of a series of worldwide final performances. These continue until late 1928, and the term ‘doing a Melba’ becomes part of the Australian language.
2000–02		Macquarie Dict. 🌐 Melba phrase to do a Melba, to make a habit of returning from retirement, in a number of ‘farewell’ performances. [from Dame Nellie Melba, 1861–1931, who had several ‘farewells’].
2013		G. MacGregor Hearts on Hold [ebook] It’s an Australian tradition to repeatedly return from retirement. We call it ‘doing a Melba’.