OED has 1910 for "picnic ham." There are many advertisements in the NEW YORK TIMES of 1903 for "Armour's Picnic Hams," but there are earlier hits. This is the first: 16 May 1890, NEW YORK TIMES, pg. 2: ...California Hams, 6c, and boxed sweet-pickled picnic Hams, averaging 10 lb, 6 1/2c.