There are many records and references to Gypsies in Dorset .

Some names that are connected to many Romany families also appear as non Romany .
Broadway/Ball/Burton/Small/Saunders/Tucker to name a few.
In parish records the names were not always recorded as Gypsies was it a case of local Gadje surnames being adopted by the Romany to "blend in" ?

Example :- A non Romany Smith weds a Romany Smith and then the Gadje Smith line gets adsorbed into the Romany line and then 100 years on are known as Romany when in fact they are not ?.

Of course some settled into local village life after marrying a local girl or boy , and thus maybe they were recorded just as any other villager ? So it's not always clear at times my own x times granny Sarah Broadway married a Jeffery , I also have Ball /Small and White and Rogers .
Local nearby villages all seem to have married in and out for over a century as was the norm at that time ,local folk marrying a local from same village or nearby so there are many connections .
Winterborne Kingston and Whitchurch seem to hold quite a few early records ,of particular interest is the amount of baptism's for the Small family later to be connected with Devon/Cornwall/Jersey and the USA. More information would be apreciated on any of the earlier records for the Small family in particular Moses Small born approx 1801 according to 1851 Census*
Only baptism I have found sand I feel close enough to bear in mind is* 1793**June 23 – Moses son John SMALL Winterborne Kingston.
Another possible candidate is Moses Small Baptism* 1805 Parish: Gussage St Michael Father's Name: James Small Mother's Name: Jean Small
(In register had "was born January the 10yth and baptised 20th) No occupation of father was given .

Winterborne Kingston Parish Baptism's
1754-May 12 – George son Jno SMALL
1756-Mch 21 – Moses son Jno SMALL
1759-Apr 29 – Sarah dau Jno SMALL
1761=Jan 1 – Jane dau Jno SMALL
1762-Nov 7 – Jno son JnoSMALL (VRI has Thomas SMALL)
1767- Apr 12 – Jno son Jno SMALL
1773-Mch 21 – Ann dau John SMALL
(More to be added)
1793**June 23 – Moses son John SMALL

Winterborne Kingston Marriages*
1819* W KINGSTON Sept 15 – Peter STANDLEY (x) bach & Susanna WELLSTEAD witn: Thos Wellstead, Josiah Besant.
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The Churchwardens’ Account for Uplyme in 1650 has 1s. 6d given to ’12 Egyeptiones’ brought in by the local constable. In 1558 ‘Joan the daughter of an Egiptian’ was baptised at Lyme Regis Church, a very early reference.

Thorncombe PR*
24-Mar-1818; Gilderoy WORTON son of John & Carnation WORTON Brazier, Knighton, Dorset
Various Records from Dorset Parish Records:-

Stoke Abbott Burials* 1794 April 1; John WORTEN ; A gipsy child

Holwell Baptism's*
23.1.1851 Delarife Brewer dau of John & Mary BROADWAY Abode Nowhere! gipsey
Dewlish *PR:- 6 Nov 1882* Alice do Annie NELSON, gipsey
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Day: 30/Month: Nov/Year: 1760
Forenames: Temperance/Surname: STANLEY
Parents names: dau. of Paul & Mary
Place: Tarrant Gunville:County: Dorset
Additional Notes: Gypsies
//
Day: 31/Month: Aug/Year: 1794
Forenames: Sylvia/Surname: STANLEY/ daughter of Peter & Mary
Place: Church Knowle:Dorset
//
Day:31/Month: Aug/Year: 1794
Forenames: Michael Surname: STANLEY
Parents names: son of Peter & Mary
Place: Church Knowle County: Dorset
//-
Day: 11/Month: Aug/Year: 1822
Forenames: Charles Surname: STANDLEY
Parents names: son of Peter & Susanna
Place: Winterborne Kingston :County: Dorset
Notes: Labourer
//
Day: 8/Month: Dec/Year: 1811
Parish of Abbotsbury Baptisms 1813-1840
1832; 21-Oct; Unity Benjamin & Mary; WELLS; Abbotsbury/ Gipsy
//
Loders Burials 1731-1812Robert BOSWALL buried 31-Mar 1806 A Gipsy
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Preston with Sutton Pointz Burials 1813-18371834 24-Mar; Temperance PARSONS Sutton 76yrs Gipsy
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Litton Cheney Burials 1731-1812Robert BOSWALL 31 March 1806 a Gipsy
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Stoke Abbot BURIALS 1794 April 1 John WORTEN ; A gipsy child
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Shillingstone BaptismsAugust 21st James BURTON; Henry & Dove; Gypsies
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Wool Marriages4 Jun 1805 Edward Evans & Talentry Boswell - travellers.
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Marnhull Burials 1745-17791757 Catherine daughter of Michael & Martha DRUM travellers was buried 13-May
1759 John son of John & Anne TOZIER? was buried 7-Jul a traveller
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SHILLINGSTONE*BAPTISMS
October 4th; Stephen WALLIS; Thomas & Gentilia Travellers
Robert son of Robert JOLLY Travellers 1732 24.3. Shapwick
John son of John & Prudence JOYCE Travellers 1761 3.3.
//
1731 16.10. Susannah (Alias Newman) JOLLY Travellers
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BEAMINSTER*BURIALS.
1902 February 8th Violet Kate Isabella BAILEY Beaminster Common a travellers child
*
WOOL *BAPS
3 Mar/1777 Mary daughter of Henry & Exalent Barnet who were travellers
24/ Mar Mary daughter of John & Mary Pinfold of Brimpton Berks Travellers
24 Mar/ 1822 Mary daughter of John & Mary Pinfold of Brimpton Berks Travellers
24 Mar/ 1822 Susanna daughter of Henry & Ann Fossil of Portsea Travellers
13 Sep/1840 John son of John & Sophia Proudley of Christchurch Hants Itinerant Hawkers
//
Puddletown13-Jan 1739 John WHITE Son George & Elisa WHITE (Traveller)
03-Jun 1742 Mary CUTHBERT Dau James & Eleanor CUTHBERT (Travellers)
//
Longburton Baptisms 1814-18771868
12-Feb; Ann daughter of; Joseph & Kitty DEACON; Longburton; Basket Maker
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MARRIAGE *MOTCOMBE DORSET
1858 Nov-11 Cornelius Bracher 24 Motcombe basket maker FATHER John Cooper WITNESS William Francis
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1764 Dec 9 – Sabra dau Peter STANDLY (VRI has STANELLY WINTERBORNE KINGSTON
Robert BOSWALL buried 31-Mar 1806 A Gipsy LODERS DORSET
Robert BOSWALL 31 March 1806 a Gipsy LITTLE CHENEY (must be the same one?)
1832/ 21-Oct Unity bap to Benjamin & Mary WELLS Abbotsbury Gipsy
24/ March 1857 Mary Ann BURR 1 Gipsey CHICKERALL (Burial)
Jan 301820 – Mary Ann dau Peter & Susanna STANDLEY of WK tinker WINTERBORNE KINGSTON
1820Apr 23 – George Ballam son William & Mary STANDLEY of WK labourer
1822 July 28 – Virtue dau William & Mary STANDLEY of WK labourer
1822 Aug 11 – Charles son Peter & Susanna STANDLEY of WK labourer
/
WYKE REGIS BURIALS 1853 December 2nd Peter STANLEY Weymouth Union age 95
PUDDLETOWN 18-Nov 1802 Peter STANLEY Aged 76 yrs.
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1783 Thomas Hicks widower. Lympsham. Somerset & Patience Broadway were married 10-Jun by license (PR)
Another recording of marriage below:-
Thomas Hicks - Patience Broadway married 18th June 1783 Motcombe Dorset

((Patience Broadway daughter of William Broadway was baptized 22-Sep 1776)) Motcombe