Full report below (copied from Wikipedia - is that standard practice at OED?):

The name probably derives from the city of Nice in the south of France.[2] 1929 editions of the Hull Daily Mail carried an advertisement for Huntley & Palmers Nice Biscuits using the phrase "Delightful as the town after which they are named", indicating that by this point their manufacturers intended the public to associate the biscuit with the French city, whether or not that had been the intended pronunciation.[3]A Nice biscuit was listed in an Army and Navy Co-operative Society price list in 1895.[4]The British company Huntley & Palmers made a Nice biscuit as early as 1904.[5] The Australian company Arnott's Biscuits also claims to have invented the Nice biscuit.[2] Nice biscuits are sold by various companies under different brand names in most of the British Commonwealth as well as other countries.