Llanfair Nant Y Gof is a rural parish in Pembrokeshire, consisting of scattered farms and a single mill, plus a couple of "big houses". There is no village as such. The population in 1800-1820 was just over 200 according to http://www.visionofbritain.org.uk and it never got above 250 for the rest of the 19th century.
John James (1771? - 1857) was a miller and Baptist preacher who lived at Trecwn Mill, Llanfair Nant Y Gof from at least 1797 (according to Pembrokeshire Land Tax records, the Tithe apportionments for the parish in 1838, the censuses of 1841 and 1851, and the death burial and probate records for John).
In censuses from 1841 on, his wife's name was recorded as Mary and her birth year as circa 1771. She died in 1851. The censuses show the family having children between 1798 and 1815; there may be earlier children of whom I have found no trace yet. As the family were Baptists, none of the children's births were recorded in the registers of the local Parish Church. I don't know what chapel they worshipped at, but in any case the survival of Baptist chapel records in this area of Pembrokeshire is very poor. (The couple were buried in the local parish church, so there is no clue from that as to where they worshipped).
The marriage of John and Mary would have taken place in the local Parish Church, but the Parish Registers for Llanfair Nant Y Gof don't survive before 1801. There are a handful of earlier Bishops Transcripts, but none for the period when the couple would have married.
There are no property transactions for which records survive at Pembrokeshire RO or the National Library of Wales involving the mill at Trecwn which might shed light on the family.
There are no wills or other records at TNA that shed any light.
In 1809, the will of John Francis of Treberva in Llanfair Nant Y Gof was made and proven (viewable online at The National Library of Wales). In this will, he leaves money to his eldest daughter Mary the wife of John James.
It may also be relevant that John and Mary James named a daughter Frances.
Although there are other John James in Llanfair Nant Y Gof in the early 1800s, there is no other John James married to a Mary. What steps can I take to prove or disprove that Mary wife of John James of Trecwn Mill is also Mary eldest daughter of John Francis of Treberva?
Edited to add: Both Trecwn Mill and Treberva are shown on the 1838 tithe map of the parish and are half a mile apart.