After receiving [@Colin's answer][1] in Feb 2015 I looked quickly at FreeREG without success and then double-checked Ancestry.com to find:

> Name: Margaret Morgan Gender: Female Baptism Date: 28 Aug 1808 Baptism
> Place: St James, Bristol, Gloucester, England Father: William Morgan
> Mother: Jane FHL Film Number: 1596534

I suspect that the reason I had not found it originally is that a new set of Gloucestershire Parish Registers came online in between but it is possible that I just missed them.

  [1]: https://genealogy.stackexchange.com/a/7898/19