It's common in the US, too. I think that the history is:
"Pulling your leg" means that someone is deceiving you (either playfully or spitefully).
"Pull the other one" means that someone pulled your leg, and you are telling them that you noticed by informing them that you have another leg that can be pulled.
INFORMAL•BRITISH
used to express a suspicion that one is being deceived or teased.
"Your boat was sunk by a swordfish? Pull the other one!"