E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Cold Pigeon (A).
A message sent in place of a love-letter. The love-letter would have been a poulet (q.v.). A pigeon pie is called a dove-tart, and dove is symbolical of love. Pyramus says of Thisbe, What dead, my dove? A verbal message is cold comfort to a lover looking out for a letter.