Hi Fred, same memory here
can't answer directly about when it was first actually done, but the Representation of the People Act 1983, Schedule 1, S19, covers the ballot paper's legal content, and refers to party emblems appearing.
http://www.legislation.gov.uk/ukpga/1983/2
The '83 legislation was a consolidation Act though, so that makes me think it may have been practice before then. There's usually a boffin at the House of Commons library who can rattle that sort of thing off in their sleep if you give them a ring.
Hope that helps