E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Let him keep peacock to himself. Let him keep to himself his eccentricities. When George III. had partly recovered from one of his attacks, his Ministers got him to read the Kings Speech, but he ended every sentence with the word peacock. The Minister who drilled him said that peacock was an excellent word for ending a sentence, only kings should not let subjects hear it, but should whisper it softly. The result was a perfect success: the pause at the close of each sentence had an excellent effect.
By the peacock! A common oath which at one time was thought sacred. The fabled incorruptibility of the peacocks flesh caused the bird to be adopted as a type of the resurrection.