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From firmly placing one’s heels in the ground, particularly in tug of war (pulling) or when bracing oneself (pushing). Compare drag one's feet(“act slowly, from lack of enthusiasm or to delay”).
1938 July 16, Jean Kelvin, “The Tug of War”, in Glasgow Herald, retrieved 18 July 2011, page 8:
What we want are more women of combined business efficiency and integrity to get into public life and dig in their heels against the forces of war, lust, and injustice.
Margaret Thatcher tried to do it again, digging in her heels, lecturing archly on her achievements, illuminating our European partners on the superior virtue of her ways.