Hi haleyc and welcome to Rootschat

Like Evie I couldn't see registrations for Hilda, Rose or Edith BALDRY in Grantham, but there is this possible one for Rose:
Mar Qtr 1892 Grantham Vol 7a Page 458 Rose Baldwin TILSON.
There is also the marriage of Millicent Ann TILLSON to Frederick BALDRY:
Dec Qtr 1892 Grantham Vol 7a Page 963; ie after the birth of Rose but before the births of Hilda, Edith and Frederick.
I'm wondering whether Baldwin & Baldry were muddled up or misheard at times....
Kind regards
Gaie