Another WotW, for the only reason that I stumbled over it two days ago. This one is in French, so you might want to read the full story in the French version of this post.
Moineau de Lesbie, literally Lesbia’s sparrow is the title of a bust of Rachel (Elizabeth-Rachel Félix, dite Elisa) (1821-1858), who was the Comédie française’s most famous tragedienne of her time.
Some googling unearths the origin of this expression. It is, unsurprisingly, the title of a now-forgotten play written for Rachel by Armand Barthet. The titel is an allusion to Catullus’, the Roman poet’s, references to his beloved Lesbia. As the poet’s lover, Lesbia may have been real or imaginary; as a person, though, she almost certainly existed.
The sparrow comes into this because in two of his poems, Catullus tells the reader that Lesbia had a pet sparrow, of which the poet/speaker first expresses intense jealousy, and later grief upon hearing of its death and the sorrow it causes his beloved.