… I note that in 1861 he is aged 22 b. Bangor and living in Ismynydd along with David Williams, 25, both of them with the occupation "Calvinistic Preacher".
http://pilot.familysearch.org/recordsearch/start.html
does show a Thomas Williams and Anne Gray having some children christened at a Calvinist church in Bangor in the 1830s, a possiblity for his parents perhaps? I'm not having much luck finding them in the censuses so far - locating his marriage would help.
The LDS are continuing to load "collection" indexes onto their new FamilySearch platform.
Welsh Marriages, 1541-1900:Thomas Williams and Anne Gray, 24 June 1831 -- married at the parish church, Llandegfan, Anglesey.
For the record, here are fuller details of the (three?) Bangor christenings mentioned by Jorose last September -- all at the Tabernacl CM chapel there, with parents listed as Thomas Williams and Anne [née] Gray:
1. Catharine, bn. 30 Mar. & bapt. 14 Apr. 1833
2. Edward, bn. 15 & bapt. 20 Feb. 1835
3. William, bn. 16 Oct. & bapt. 6 Nov. 1836
If desired, images of the actual entries ought to be accessible online
here -- pay-per-view site with free index. Might show address and father's occupation at that time. It seems likely that these baptisms were extracted from the non-conformist registers called in by the Registrar General at the start of civil registration in 1837, thus explaining why post-1837 christenings (such as Thomas Gray's) do not feature in the index.
For the period 1838 to 1840 there are three or four Thomas Williams births per year showing up in the local registrar's index for Bangor sub-district (via NorthWalesBMD). If one supplied the registrar's staff with the candidate references plus the likely address and father's profession on an informal basis, e.g. by telephone, they would probably be able to pre-identify the future Thomas Gray's entry without any great difficulty, and so avoid too much risk of expensive failed applications.
Rol
ADDED NOTE: There is further information about this family to be found in a
recently-started thread on the Wales (General) board -- primarily devoted to David Davies of Barmouth, the CM minister mentioned by Jenfair in her post immediately preceding this one.