“Shakespeare,” writes Sam Dean, “is often credited with inventing the phrase ‘in a pickle’ in “The Tempest,” but even there, the usage seems to be closer to another common meaning of ‘pickled’: to be drunk, soused, sloshed, blotto, or whichever preferred term you use for alcoholic inebriation. Here’s the Shakespearean exchange cited, again, in the OED:
Alonso: And Trinculo is reeling ripe: where should theyFind this grand liquor that hath gilded ‘em?–How camest thou in this pickle?Trin: I have been in such a pickle, since I saw you last, that, I fear me, will never out of my bones: I shall not fear fly-blowing.
I can put my money on Heinz as the codifier of “In a Pickle” referring to between a rock and a hard place, which is a more vivid description of being trapped between two gravitational forces. My evidence are these two maidens happily trapped in their respective pickles.