I have searched extensively in North Wales but cannot find any trace of them marrying there although they settled in St Asaph later on. Cheshire is a possibility but I think Liverpool is more likely because that is where the first child was baptised. I assume that Grace went into service in Liverpool, as did many young girls from North Wales, and that she met John there. The fact that she didn't return to her home parish to get married may be an indication that she was pregnant at the time, but this is pure speculation.
John Kelly was a skilled tradesman, a painter/plumber.
I haven't been able to find any published transcripts of St Nicholas PRs, except very early ones.
Regards
Prue