E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Owl was a Bakers Daughter (The).
According to legend, our Saviour went into a bakers shop to ask for something to eat. The mistress of the shop instantly put a cake into the oven for Him, but the daughter said it was too large, and reduced it half. The dough, however, swelled to an enormous size, and the daughter cried out, Heugh! heugh! heugh! and was transformed into an owl. Ophelia alludes to this tradition in the line
Well, God ield you! They say the owl was a bakers daughter.Shakespeare: Hamlet. iv. 5.