This phrase is very common & refers to a dirty person. It is an affectionate use and usually applied to a child or a toddler. E.g."Look at the state of your clothes, you mucky pup! You've been rolling around in the dirt with Billy again, haven't you?" It can also be used when a child has been eating in a messy way. E.g. "What are you doing with your rice yogurt, you mucky pup!"