A bun in the oven
Pregnant. Oven = womb, baby = bun.
The allusion may just be to the loose connection between ‘baby’ and ‘bunny’. It’s more likely that this, and other terms for pregnant, like ‘up the duff’ and ‘in the pudding club’, all share the same euphemistic source.
The phrase is 20th century. The first citation I can find is in Nicholas Monsarrat’s Cruel Sea, 1951:
“‘I bet you left a bun in the oven, both of you,’ said Bennett thickly… Lockhart explained … the reference to pregnancy
The happy couple has just welcomed their lil brown eyed angel named Rania Evaqairina to the world last week. Congrats once again from all of us here. And we just couldn’t wait to see the lil one soon….:):)