The earliest Jelly I know of is Robert Jelly riding offier in customs in 1791 - there is an Onchan burial for a Robert Jelly in 1780 (also a bapt in 1779) which may be his father (or ? an error as no other Robert J. found) - Customs officers at that period were usually non Manx (for obvious reasons !) and thus I suspect he might be progenitor thus children are likely to be born off Island and you are looking at 2nd generation before they turn up in Manx IGI (which has a number) - Brians burials then show several with early ones in German (Peel) (as does IGI for c.1820) then moving to Douglas - try my search engine in Manx notebook for various entries - A John James J. ran the Trafalgar put on South Quay Douglas c. 1860 probably the one buried Braddan 1866 age 30
Brian's will index http://www3.telus.net/lawson/wills/will_j.html shows others inc a John James will in Douglas in 1879
(it is possible that not all Jelly or Jelleys were related - some in 1881 also appear to have non-manx wifes and some non-manx born children so you might have an interesting time piecing all together