prig
Concise Oxford English Dictionary © 2008 Oxford University Press:
prig/prɪɡ/
▶noun a self-righteously moralistic person.
– derivatives
priggery noun.
priggery noun.
– origin C16 (in sense ‘tinker, petty thief’, later ‘disliked person’): of unknown origin.
'prig' also found in these Oxford entries:

