Hi. My great-grandmother was Mary Wagg Moulton from Burin Bay, next door to Step Aside, and we can't figure out where the Wagg came from--likely to acknowledge a Wagg relative. Anyway, as far as I know, the only Wagg's in the Burin area at the time you're looking at were in Step Aside and the only Mary was born 21 September 1867 to a Thomas Wagg and Frances Clark and baptised at the Great Burin Anglican church on November 24 that year.
If you want to look at more records and find a good site for Newfoundland records, check out
http://ngb.chebucto.org/Vstats/1vstats-bur-idx.shtmlHope this helps you on your search.