I can’t take Tijuana bible back to the 1930s. The earliest I can take it is 1947. Ed Cray’s “Ethnic and Place Names as Derisive Adjectives” in Western Folklore, 21.1, Jan. 1962, 27–34 says on p. 34: “Tijuana Bible—pornographic comic books, in a three-inch by five-inch format, parodying well known comic strips. These are most often purchased over the California-Baja California border. (Los Angeles, 1947).” I take the date as meaning the citation was collected orally in Los Angeles in 1947.
(Tortuous route to find that citation: I thought about just plugging “Tijuana bible” into JSTOR, but instead went old school and looked it up in various print slang dictionaries. Dalzell’s New Partridge said “1979” and cited Aman’s Maledicta. I eagerly looked that one up in the 1979 volume of that work—it’s not often that I get to consult my collection of Maledicta volumes (no index makes it difficult), so I was excited about that—that source cited Cray, which I ended up finding in JSTOR. Had I started there, I would have saved myself about 45 minutes. Nuts to Dalzell for not going to the original and, even worse, giving a false impression of the date.)