Happy New Year Romilly,
Having read through this thread, I can see you have explored all of the usual avenues (births, censuses etc.) for your grandfather. In answer to your initial question, no don't give up. It's time to "think outside the square".
I gather that the earliest reference you have for him is the 1893 marriage. Having had no luck looking for him in the census records, have you tried looking for the father? Alternatively, are there any other Wilson's living in and around Swansea in 1901 or 1911 who were born in Manchester? It might pay to follow any of them back through the censuses if possible to see if they link up. Also, it might be worth your while to make up some family groups of the various Wilson families, either born in Manchester, or living there, in the earlier census years. You never know what might turn up.
And have you fully investigated Joseph Havelock Wilson's family background, if only to rule him out?
I know some of these are long shots, and/or time-consuming, but sometimes these exercises pay off.
Good luck!