Coly Mackerel!

On Shabbos 39a:

וכל שלא בא בחמין מלפני השבת מדיחין אותו בחמין בשבת חוץ מן המליח ישן וקולייס האיספנין שהדחתן זו היא גמר מלאכתן ש"מ

but whatever did not come into hot water before the Sabbath, may be rinsed with hot water on the Sabbath,³  except old salted [pickled] fish and the colias of the Spaniards,⁴  because their rinsing completes their preparation.⁵  This proves it.

As R' Shteinsaltz writes, this kulyas is the coly mackerel.

I've never heard of the coly mackerel. But I've heard of the expression holy mackerel! According to   Wiktionary:

Etymology

Recorded from 1803 with uncertain origin, but possibly a euphemism for Holy Mary, with Mackerel being a nickname for Catholics because they ate the fish on Fridays. Another suggested explanation is the practice of selling mackerel on Sundays in the seventeenth century (because its quality deteriorates rapidly), so it was known as a holy fish.

But presumably, it also started because people knew of this thing called coly mackerel, and made the pun.