Hello Lisa,
The Maughold parish register has these baptisms:
Harry son of John Stephenson & Jane bapt Parish Church 7 Jan 1872
Minnie son of John Stephenson & Jane Gell bapt Parish Church 8 Dec 1878
The IGI has a birth date for Minnie Stephenson on 6 OCT 1878 Ramsey, Isle Of Man, but although it says "extracted" record it is unclear where it came from.
Having now looked at Brian Lawson's births index I would guess that this is where the record came from. It has:
Minnie STEPHENSON [born]6 Oct 1878 Ramsey p.65 [father] John STEPHENSON [mother] Jane GELL
Also:
Lily STEPHENSON 18 Jan 1881 Andreas p.21 John STEPHENSON Jane GELL
(Civil registration didn't start for births until 1878.)
The IGI also has an extracted entry (from the parish reg.) for the marriage of JOHN STEPHENSON & JANE GELL on 31 JUL 1863 in Braddan, Isle Of Man. At this date the marriage entry would have both fathers' names and occupations which would be helpful to ensure you have the right ones when tracing back further.
You could order a copy of this marriage entry from the IOM Registry, or (more cheaply) look at it on LDS film no:0106189 at a Family History Centre worldwide.
You have probably seen this transcript of the 1881 census on FamilySearch?
John STEPHENSON M Male 50 Douglas, Isle of Man, England School Teacher
Jane STEPHENSON M Female 45 Douglas, Isle of Man, England School Teacher
Emily STEPHENSON Female 13 Wales Scholar
John J. STEPHENSON Male 11 Douglas, Isle of Man, England Scholar
Harry STEPHENSON Male 9 Maughold, Isle of Man, England Scholar
Nelly STEPHENSON Female 6 Ramsey, Isle of Man, England Scholar
Minnie STEPHENSON Female 3 Maughold, Isle of Man, England
Lily STEPHENSON Female 2 m Jurby, Isle of Man, England
--------------------------------------------------------------------------------
Source Information:
Dwelling Parochial School House
Census Place Jurby, Isle of Man, Isle of Man
Family History Library Film 1342345
Public Records Office Reference RG11
Piece / Folio 5598 / 113
Page Number 1
If you want to know what they were doing in Wales Emily's England/Wales birth cert should help.
Sue