The earliest instance of this proverb in use is from the third century BC: Herodas, Mimes 3.10, where Metrotime says (about school fees) 'the bitter thirtieth demands the payment, even if I weep like Nannacus.'
For Nannacus see already nu 24 and tau 2, and Zenobius 6.10, which tells this story. See also Stephanus of Byzantium s.v. Ikonion, where the name is given as Annacus, and Pauly s.v. Nannakos, where Karl Scherling points out the similarity between Nannacus and the biblical figure of Enoch.