This expression appears to have its roots in the fables of 15th century Italian scholar Abstemium, who wrote 200 fables based on the themes of the classic Aesop's fables.

The Fish and the Frying Pan. Some fish, still alive, were being cooked in hot oil in a frying pan. One of the fish said, "Let's get out of here, my brothers, in order to save our lives." Then the fish all leaped out of the frying pan together, and fell into the burning coals. Stricken by even greater pain as a result, they cursed the plan which they had followed, saying, "What a far more horrible death we are facing now!"

Many of the fables traditionally attributed to the slave known as Aesop who lived in Greece in the 5th century cannot be traced any earlier than a few centuries after Aesop's death and a great many others have their roots in more modern times. Indeed it is far from clear whether even the early fables are correctly attributed to Aesop or whether such a person even existed. Both Herodotus and Aristophanes make passing mention to Aesop in their writings later in the 5th century BC but even at that time it seems that Aesop's fables had come to encompass certain types of fables in the oral tradition that did not have a known origin. ... continued