No existing answers mention the most prominent early usage - Rhododaphne: or, The Thessalian spell (1818) a poem by Thomas Love Peacock which includes the (imho, less-than-immortal) lines:
A golden boy, in semblance fair
Of actual life, came forth, and led
Anthemion to a couch, beside
That festal table, canopied
With cloth by subtlest Tyrian dyed.
Although few would claim Peacock was one of our finest poets, he was (and possibly still is) quite widely read, so this could be quite sufficient to establish "golden boy" as a known "set phrase".