As the Enumerators didn't have to record Gypsies in the 1841, there is no real way of knowing the numbers of Gypsies in Wales prior to 1851, apart of course from baptismal entries found in Parish records and other records etc.

1851 has the family of Major Lovell son of old Slack Lovell, b Gloucestershire ?However I found his baptism as follows :-
MAJOR LOVEL Christening:11 JAN 1821 Shenstone, Stafford,  Parents: Father: WILLIAM LOVEL (Slack ?) Mother: SARAH
  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
1851*Town: Carmarthen County: Carmarthenshire : Wales
Major Lavell 30 B Glos Cutler
Hanna Lavell 27 b Birmingham Staffordshire
William Lavell 2 b Carmarthen Carmarthenshire
John Lavell 2 Mo b Carmarthen Carmarthenshire
-------------------------------------------------------------------------
There were several Lovells born Somerset and Gloucestershire ,however none appeared to be Gypsies so was Major the first to go into Wales? The total figure for all variations of the Lovell spellings was only 100 in 1851 and a 150 in 1861.

The 1861Census for Wales finds Slack's other son Thomas :-
1861*Bray, Carmarthenshire
Thomas Lovel 40 hd Widow b Bromyard, Herefordshire/Grinder
 Charlot Lovel 18 daughetr b Newport, Monmouthshire
 Winsor Lovel 10 son b Bray, Carmarthenshire
 Lignumwhity Lovel 9 daughter b Newton, Glamorgan
 
There is a Arclus age 14( could be Majors son Arty? staying with a Smith family)
----------------------------------------------------------------------------
1861*Aberystruth, Monmouthshire
Benjamin Smith 30 hd Basket maker b Gloucestershire
Anne Smith 27 wife b St Brides, Glamorgan
Elizabeth Smith 12 dau b Abergavenny, Monmouthshire
William Smith 10 son b Llanelly, Breconshire
Joseph Smith 8 son b Dudley, Staffordshire
Edward Smith 4 son b Newbridge Glamorgan
Elvira Smith 2 dau b Roath Glamorgan
Hariett Lovell 55 lodger b Leicestershire England
Arclus Lovell 14 lodger b Dudley Staffs
John Lovell 10 lodger b Dudley Staffs
 ------------------------------------------------------------------------------
1851*Llantrithyd, Glamorgan
Daniel Lovel abt 1801 Hollin Glamorgan Head Tin/Man/basket/maker
 Louisa Lovel abt 1811 Hollin, Glamorgan, Wife
 Isreal Lovel abt 1831 Hollin, Glamorgan, Son
 Urrenia Lovel abt 1833 Hollin Glamorgan daughter
 Powell Lovel abt 1834 Hollin Glamorgan Son
 Raily Lovel abt 1836 Hollin Glamorgan Son
 Peoda Lovel abt 1839 Hollin Glamorgan Son
 Alfred Lovel abt 1841 Hollin Glamorgan Son
 John Lovel abt 1846 Hollin Glamorgan Son  
------------------------------------------------------------------------------
1861* Northfield, Worcestershire
Spencer Lovll abt 1831 Stourbridge Head
 Abbeslia Lovll abt 1836 Northhorngton Wife
 Sinderla Lovll abt 1849 Monmouth Daughter
 Alfred Lovll abt 1851 Worcestershire Son
 Boiler Lovll abt 1857 Rowley Regis Daughter
 Froser Lovll abt 1859 Halesowen Daughter
------------------------------------------------------------------
1861*Gelligaer, Glamorgan
Elen Davies abt 1796 Adestone, Staffordshire Wife
 William Davies abt 1831 Odgesty, Shropshire Head
 Anne Davies b 1840 Kidermonster Worcs/Eng/ Daughter
 Cleraney Davies b 1842 Pendomer, Glamorgan Daughter
 Caroline Davies abt 1845 Pendomer Glamorgan Daughter
Eaban Lovelabt 1854 St Woollos Monmouthshire Boarder
Henry Stokes abt 1842Yatesbury Wiltshire Boarder
//
John Stokes hd 48 wid/ Basket maker b Occan, Wiltshire
 John Stokes abt 1847 Occan, Wiltshire, England Son
 James Stokes 1849 Evercreech, Somerset Son
 William Stokes b 1852 Lantarnam, Monmouthshire Son
 Lenmenty Stokes abt 1855 Ledbrook, Glous Daughter
//
 William Davies abt 1831 Odgesty, Shropshire Hd Tin/Man
Elen Davies abt 1796 Adestone, Staffordshire Wife
 Anne Davies abt 1840 Kiderminster, Worcs Daughter
 Cleraney Davies abt 1842 PendomerGlamorganDau
 Caroline Davies abt 1845 PendomerGlamorgan Daughter
------------------------------------------------------------------------
1861*Aberystruth, Monmouthshire
Benjamin Smith abt 1831 Glost Head / Basket Maker
 Edward Smith abt 1857 Newbridge Glam, Wales Son
 Elizabeth Smith abt 1849 Abergavenny Monmouthshire
 Elvira Smith abt 1859 Roath, Glam Wales Daughter
 Joseph Smith abt 1853 Dudley Staffordshire Eng Son
 William Smith abt 1851 Llanelly Breconshire Wales Son
 Hariett Lovell abt 1806 Leicestershire England Lodger
Arclus Lovell 1847 Dudley Worcestershire Eng Lodger
  John Lovell 1851 Dudley Worcestershire Eng Lodger
---------------------------------------------------------------
1861*Llanwonno, Glamorgan (Tents and Caravans)
William Riley abt 1791 Ireland Head Llanwonno, Glam
Peana Riley abt 1831 Ireland Wife Llanwonno, Glam
Caraline Riley abt 1845 Llanwonno Glam, Wales Dau
Elafeer Riley 1854 Eglwysiland Glam Wales Daughter
Samson Riley abt 1843 Merthyr Glamorgan Wales Son
 Selina Riley 1849 Pontypool Mon Wales Daughter
 Shandras Riley 1851 Abedare Glam Dau
John Riley 4 son
 ////
 Delfas Lovell abt 1854 Pontypool Son
 Elizabeth Lyvel abt 1815 United States Wife
  Lewis Lyvel abt 1841 Gloucestershire Son
Lorana Lyvel abt 1842 Gloucestershire Daughter
 Mary Lyvel abt 1857 Neath Glamorgan Daughter
 Sarah Lyvel abt 1851 Llanwonno Glamorgan Daughter
 William Lyvel abt 1812 Burminhan, N K Head
////
Esecia Lyvel (Lovell) abt 1831 Staffordshire Head
 Heden Lyvel abt 1851 Swansea Glamorgan Daughter
 Henry Lyvel abt 1860 Neath, Glamorgan, Wales Son
 Jane Lyvel abt 1855 Penfro Pembrokeshire Daughter
 John Lyvel abt 1847 Neath, Glamorgan, Wales Son
 Llewellyn Lyvel abt 1852 Llanfabon, Glamorgan Son
  Sefia Lyvel abt 1832 Ireland Wife
 Sellirina Lyvel abt 1846 Blackwood Monmouthshire Dau
------------------------------------------------------------------------
James Potton abt 1798 Sheplin, Sussex Head
 Jane Potton abt 1799 Sheplin, Sussex Wife
 Sarah Potton abt 1843 Sheplin Sussex Daughter
------------------------------------------------------------------------
1861*Town: Hirwain County/Glamorgan
Thomas Boswell 70 head b Lonany, Berkshire grinder
Amberess Boswell 64 wife b Warwickshir
Francis Boswell 30 son b Linkonshire basket/maker
Unoithy Boswell 24 dau b Worcestershire
Jeremiah Boswell 22 son b Shropshire basket/maker
Spizeyna Boswell 20 dau b Shropshire
Elizah Boswell 16 son b Glamorgan basket/maker
Heraind Boswell 15 son b Glamorgan
E Fsevix Boswell 13 b Monmouthshire g/son
Lewis Lovill 21 b boarder b boarde
Debranina Lovill 15 boarder b Monmouthshire, Wales
Albert Loveill 7 brother b Flintshire, Wales
Charity Lock 5 boarder bCarmarthenshire, Wales
 -----------------------------------------------------------------------
 1871*Trevethin, Monmouthshire
 William Lovell b 1845 Trevethin, Monmouthshire, Head
Sulyhana Lovell b 1844 Trevethin, Monmouthshire, Wife
 Henry Lovell abt 1861 Trevethin, Monmouthshire Son
Ann Lovell abt 1864 Trevethin, MonmouthshireDaughter
 John Lovell abt 1866 Trevethin, Monmouthshire Son
--------------------------------------------------------------------------------