something you should always endeavour to see it through until the end, no matter the cost, no matter the amount of effort needed to complete the task(s).
In terms of legal origins, it used to be said (under the old English debt laws, which were ofttimes quite severe) that 'If you owe a penny, you might as well owe a pound' in regards to the consequences (they were the same, or nearly so).
Another variant (in terms of informal legal idiomatic use in England) is:
'One might as well be hanged for a sheep as a lamb'
But again, it has a different meaning than what you implied about 'in for a penny, in for a pound'.
https://www.worldwidewords.org/qa-one3.html
The standard form is one might as well be hanged for a sheep as a lamb, though you sometimes come across it as one might as well be hanged for a goat as a lamb. Strictly, its a justification or excuse for going on to commit some greater offence once one has perpetrated a minor one. These days it often suggests that once one has become involved in some affair or incident (not necessarily illegal), one may as well commit oneself entirely.
This example is from Sons and Lovers by D H Lawrence, of 1913: It seemed as if she did not like being discovered in her home circumstances... But she might as well be hung for a sheep as for a lamb. She invited him out of the mausoleum of a parlour into the kitchen.
The origin lies in the brutal history of English law. At one time, a great many crimes automatically attracted the death penalty: you could be hanged, for example, for stealing goods worth more than a shilling. Sheep stealing was among these capital crimes. So if you were going to steal a sheep, you might as well take a full-grown one rather than a lamb, because the penalty was going to be the same either way.
Since the law was reformed in the 1820s to end the death penalty for the crime, the proverb must be older; in fact the earliest example known is from John Rays English Proverbs of 1678: As good be hangd for an old sheep as a young lamb.
snip
Hope that all helps.
Cheers,
Cel