Twigg,
I found a GRO reference for birth of James TWIGG in 1857 as follows:
James TWIGG, March Quarter 1857, Wolverhampton District, ref: 6b 475
This may be your James that was baptised 29 July 1857.
Wolverhampton should be able to find the birth registration if you give them the Quarter, year and child's name.
If you want to order a certificate from Southport you can use this reference.
I would recommend trying Wolverhampton first because local offices tend to give a more personal service and will usually check some details for you to make sure its the right entry e.g. parents names, father's occupation. Can save buying the wrong certificate.
I hope this helps you to track your family down.
Pinetree