As Pierre Legouis notes (Andrew Marvell: Poet, Puritan, Patriot (1965), p. 120), 'the oldest form of the anecdote, and the least untrustworthy' appears in The Works of Andrew Marvell, ed. Thomas Cooke (1726). I have preferred the better-known and more circumstantial version: if Captain Thompson embroiders, his embroidery is harmless.