To dine with Duke Humphrey; to fast. In old St. Paul’s church was an aisle called Duke Humphrey’s walk (from a tomb vulgarly called his, but in reality belonging to John of Gaunt), and persons who walked there, while others were at dinner, were said to dine with Duke Humphrey.
Definition taken from The 1811 Dictionary of the Vulgar Tongue, originally by Francis Grose.
Duke of Limbs * Dull SwiftNathan Bailey's 1736 Dictionary of canting and thieving slang
John S. Farmer's collection of canting songs and slang rhymes