OED appeals-give him one

[Jonathon Green]

Bunthorne: Jesse may have dealt with this already (my email has been down)
but _bun(s)_ does not exist as _buttock(s)_ in slang at late 19C. Neither
Farmer and Henley nor Barrere and Leland list it. It does mean the tail of a
hare in Scotland/northern dialect (as cited in OED2), so Gilbert might have
been suggesting that (and 'tail' in sexual contexts has of course a much
older pedigree) - but I for one seriously doubt it.

As for 'give him one' = sex in 19C. Again, the usage seems to have eluded
the two major dictionaries of the 1880s-1900s although there are an number
of 'give her . . .' phrases denoting intercourse. And given the mores
(general and those credited to Gilbert) it does seem somewhat ahead of its
time. As Jesse says, what we need is a good attestation from contmporary
pornography. But while I have, for starters, read all 1000+ pages of _My
Secret Life_ - sadly it isn't there.

Jonathon Green