I believe that Jemima and her sisters Harriet, Jane and Priscilla were all the children of Thomas Tudgay (b. 1754 Kingston Deverill, son of John Tudgay & Priscilla) and Mary (maiden name unknown).
He seems to have baptised all four children on the 13 June 1813, Jane and Priscilla were already married at the time and as such were baptised with their married names as well as their maiden names (Jane Paynton Watts Tudgay and Priscilla Morgan Tudgay).
I hope this is of some help.