What is James' age in the 1861 census? Does that age agree with ages given in later censuses? (it is not unusual to find a year-or-so difference in the ages reported to census takers) If so, that would narrow it down to a 2-3 year window.
(From FamilySearch, it seems his date of birth would be about 1833, give-or-take a year, based on the 1901 census, but check everything you have before you decide on a date-range.)
Next, check his marriage certificate. Is he CofE, non-conformist, RC ..? That might tell you what registers you need to check.
Check the church records for Wrenbury on FamilySearch. That will show you what their holdings cover.
Next, find a copy of the Philimore Atlas and Index of Parish Registers - it may be available in your local library, or, if you have a subscription, you can check some of the information on Ancestry.co.uk. That will tell you what registers survive, which ones you are likely to find on FamilySearch, which nonconformist records are at the National Archives etc.
And then it's all legwork. (Metaphorically speaking - a lot of it will actually be keyboard work!)
Work your way through the registers for the date-range you established earlier (and keep records of which registers you searched and what you did, or didn't, find in each case). Start with the most likely registers (CofE in the absence of evidence to the contrary) and work your way through until you find him.
If you don't find him after all that, then he probably wasn't baptised at Wrenbury, so you'll have to expand your search to nearby parishes...