There is a fundamental reference using Bessel functions in Fourier's works. This is "Théorie analytique de la chaleur" firstly published on 1822. You will find this series firstly given in chapter VI pag. 370. This chapter is about the propagation of the heat in a cylinder ("of course" let me add).
The modern nomenclature was invented by Bessel himself on 1824, just two years after Fourier's work. This is proved in this paperF. Bessel, "Untersuchung des Theils der planetarischen Störungen", Berlin Abhandlungen (1824). Here the functions I and J get their names.