Piroghi (1811)

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   OED has 1854.
   Merriam-Webster has 1927.  (Is that right?)

TRAVELS IN VARIOUS COUNTRIES
OF EUROPE, ASIA AND AFRICA
by Edward Daniel Clarke
Part the First:
Russia, Tartary, and Turkey
Lorenzo Press, Philadelphia
1811

Pg. 505:
   Of all the dishes known in Russia, there is nothing in such general esteem from the peasant to the prince, as a kind of _Patee_, which are called _Piroghi_.
Pg. 506:
These, at the tables of the great, are served with the soup in the first course.  In the streets of Moscow and Petersburg, they are sold upon stalls.  They are well-tasted, but extremely greasy, and often full of oil; consisting of minced meat, or brains, rolled up in pancakes, which are afterwards fried in butter, or oil, and served hot.  The rolls described by Bruce, with which women, in a certain part of Ethiopia, feed their husbands, are nearly similar; only the meat is raw, and the roll is of dough; yet the mouth of a Russian prince would water at the sight of the Ethiopian _piroghi_.