“Bucky Harris’ honky tonk mob mixed with Miller Huggins’ Bronx bombers and honors were even after a day of high class killings.” Frank Wallace, New York Daily News, July 5, 1928, p195
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1936. “Bronx Bombers Gain Speed” (The New York Post headline, June 18, p. 36; Barry Popik).