For more fun facts and rants about gender-neutral they, see: http://itre.cis.upenn.edu/~myl/languagelog/archives/005423.h...
-----
Note: there's a strong difference between gender-neutral they when the gender is unknown, and singular they when the gender is known. Some people actually prefer being referred to with 'they/their' in sentences such as "Mary finished their ph.d. at Oxford". I doubt you'll find much historic precedence for that usage, but the use of 'their' when the gender is unknown/unspecified has a long history.
Well, each to their own.