E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Rakish, irresistible; or rather that care-for-nobody, jaunty, daring behaviour which has won for many of our regiments the term as a compliment. It is also applied metaphorically to some inanimate things, as saucy waves, which dare attack the very moon; the saucy world, which dares defy the very gods; the saucy mountains, winds, wit, and so on.
But still the little petrel was saucy as the waves.