The French idea is it a bien d’autres chiens a fouetter, literally, “he has many other dogs to whip.”
The Germans, with no frills, give the actual meaning, andere Dinge zu tun haben, “to have other things to do,” as do the Italians with altro pel capo.
The Spaniards are equally direct though your translated version of Don Quixote may give you a different idea.
Thus, in the Motteux translation (1712), part II, chapter XXXV, Merlin tells the noble Don that the only way by which “the peerless Dulcinea del Toboso” may be disenchanted is that Sancho:
“thy good Squire,
On his bare brawny buttocks should bestow
Three thousand Lashes, and eke three hundred more,
Each to afflict, and sting, and gall him sore.”
But Sancho, quite naturally, objects to being the recipient of such indignity; the disenchantment of the fair Duchess is of no immediate concern to him; hence, “‘I say, as I have said before,’ quoth Sancho; ‘as for the flogging, I pronounce it flat and plain. “Renounce, you mean,’ said the Duke. ‘Good your Lordship,’ quoth Sancho, ‘this is no Time for me to mind Niceties, and spelling of Letters: I have other Fish to fry.”
Cervantes actually wrote, otras cosas en que pensar, “other things on which to think,” but Motteux, anxious to show off his acquaintance with English idiom, adopted the phrase already well known.
Just how old the “fish” version may be is not known.
The first appearance in print that has yet been found is in the Memoirs (1660) of the prolific writer John Evelyn.
Undoubtedly, however, it had long been familiar to his readers.