The one-millionth copy of "Iacocca: An Autobiography" by Chrysler chairman Lee Iacocca with William Novak, rolled off the presses yesterday. Only two other hard-covers have reached that mark this decade: "In Search of Excellence" by Thomas J. Peters and Robert Waterman Jr. and "Jane Fonda's Workout Book" . . . In this the marrying season, former New York magazine editor Clay Felker has wed his prote'ge', Gail Sheehy, a one-time New York magazine writer and author of "Passages." Felker, who is currently editorial director of Adweek magazine, said he met Sheehy when she was a reporter and he was editor of the Sunday magazine of the now-defunct New York Herald Tribune, which became New York magazine. Later this week the couple will honeymoon sailing up the Nile River . . . Goldie Hawn's new movie, "Protocol," opens Friday and former senator James Abourezk has noticed he hasn't been invited to any advance screenings. Abourezk, who heads the American-Arab Anti Discrimination Committee, had led protests of the filming of "Protocol" here last spring because his group felt the Buck Henry script promoted negative Arab stereotypes. The flap was set off when Central Casting called Abourezk's group seeking "Arab-looking" extras . . .