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To give cold pig is a punishment inflicted on sluggards who lie too long in bed: it consists in pulling off all the bed clothes from them, and throwing cold water upon them.
Definition taken from The 1811 Dictionary of the Vulgar Tongue, originally by Francis Grose.
Cold meat * Cold PuddingNathan Bailey's 1736 Dictionary of canting and thieving slang
John S. Farmer's collection of canting songs and slang rhymes
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Francis Grose was independently wealthy, having inherited money from his father, a jeweller. Finding himself overspending, he published a number of books; his Provincial Glossary seems to have been the starting-point for the Vulgar Tongue reproduced here.