I'm assuming the entire phrase would be "don't have a coronary occlusion" meaning "don't have a heart attack." I haven't been able to find anything useful regarding when or where it might have originated.
It has the same meaning as "Don't have a heart attack" and is used in a way to tell the other person to calm down and not get worked up.
The earliest examples I found are in snippets from 1982 books.
Immediate Release - Page 41 - William Mathewson - 1982 - Snippet view:
"Of course not, Stanley," said Lynette patiently. "Don't have a coronary."
"Stan," Tony said, "look, I got to get back to shore."
"Yeah, yeah," said Stanley.
Marva Collins' Way - Page 135 - Marva Collins, Civia Tamarkin - 1982 - Snippet view:
"Don't give me that 'I'm finished' business," she said. "We are never finished in life. We don't ever stand around idly or sit with our hands folded, acquiescing. God isn't finished with you and I'm not either."
"Okay, okay, don't have a coronary," Gary said, sitting down and holding up his palms in surrender.
Marva laughed. "I love your spunk. Don't ever let anyone break your will. Since you are finished, why don't you let us read your theme?"
Well, according to this google NGram, it seems to have appeared in 1960 and to have peaked in the early 70's. Perhaps it was popularized by a TV show of the time?