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In real life, the Christian God might be referred to informally as "the big guy upstairs" or something.

Does the average imperial citizen possess the quickness, lets say, to refer to the Emperor as like, Big E or Big Man on Terra or something? Surely, it has to have happened? Do we have instances of this in any books or videogames?

Can't remember any references like you mentioned, but many books have swears like balls of Emperor, bones of Emperor and so on. For most parts ot IG novels. I think it's every IG novels. Also nothing stop people cal Him big E in friendly environment.

Him on Earth is one that seems relatively common.

 Mad Doc Grotsnik wrote:
Him on Earth is one that seems relatively common.

In darktide, one of the voice lines is “for him on terra!”, so yeah that’s about right.