E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
There are many ways of dressing a calfs head. Many ways of saying or doing a foolish thing; a simpleton has many ways of showing his folly; or, generally, if one way wont do we must try another. The allusion is to the great Calves Head Club banquet, when the board was laden with calves heads cooked in sundry ways and divers fashions.