There is still one more possibility. Maybe Lane said it first, and Jennison thought it was a pretty nifty phrase and used it himself. As stated in a previous post, all references of the phrase made in the past 60 years credit Lane, with all of them seeming to track back to Jay Monaghan's book, "Civil War on the Western Border." In that book, Monaghan employs a sort of shotgun use for providing his sources. Instead of footnoting specific sentences and paragraphs, he provides sources for entire pages. So you don't know what source belongs to which assertion in a given page. Only that the laundry list of sources listed for a given page are used to provide literary authority for something that was asserted somewhere on that page.

Monaghan's entry attributing Lane with the words in question is on page 195 of his book. The sources for that entire page are--

Kansas Scrapbook, Biography, IV, p. 269; Frank w. Blackmar, Life of Charles Robinson, p. 279; Leverett W. Spring, Kansas, pp. 275-276; O.R., I, III, p. 490; Annie Heloise Abel, The American Indian as Participant in the Civil War, p. 53. James G. Blunt, "Account of...Civil War Experiences," p. 214. William E. Connelly, Life of Preston B. Plumb, p. 90; San Francisco Alta California, October 12, 1861.

To be clear, these sources are not necessarily specific to the Shanghai chicken reference--these are the sources for everything asserted about a range of things discussed on the same page in which the Shanghai chicken reference was made. So somewhere in that listing there might be something providing evidence that Lane spoke the words prior to September 1863. If Monaghan's sources are reviewed and the source doesn't date prior to September 1863, then Jennison's use holds as first use of the words until and unless other evidence is presented to the contrary (from the looks of these sources, all of them except one are going to date too late for it to be Lane's phrase). I'd look up these references myself, but I'm a long ways from a good reference library.