Les Anguilles de Melun
Crying out before you are hurt. When the Mystery of St. Bartholomew was performed at Melun, one Languille took the character of the saint, but when the executioner came to “flay him alive,” got nervous and began to shriek in earnest. The audience were in hysterics at the fun, and shouted out, “Languille crie avant qu'on l'écorche”, and “Les anguilles de Melun” passed into a French proverb.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894