Yes, the PRs are Anglican. I'm not sure when "The Church in Wales", as it's now referred to, was established. This makes no difference as the records were continuous. (Someone correct me if I'm wrong, as I'm no expert.)
What might complicate things a bit is that the Nonconformist movement was beginning to get eatablished in the area during the 18th century, and their records are more difficult to find, if they exist at all.
I don't know much about social history, so can't say what sort of dwellings our ancestors lived in. I assume that mine moved into the Llanasa area to find work, as many of them were lead miners, and later, coal miners. So I guess they would have lived in stone cottages.
I'll give you more Conway records later, but for anything before 1761, you'll need to, either buy the transcriptions or visit Hawarden or the Clwyd FHS centre. Anything later than 1812 you'll find on microfilm at Hawarden.