E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Gudgeon.
Gaping for gudgeons. Looking out for things extremely improbable. As a gudgeon is a bait to deceive fish, it means a lie, a deception.
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To swallow a gudgeon. To be bamboozled with a most palpable lie, as silly fish are caught by gudgeons. (French, goujon, whence the phrase faire avaler le goujon, to humbug.)