Hi Margaret
Sandy parish register baptisms have been extracted onto the IGI up to the 1870's, and there's nothing there.
In 1841 they were living in Sandy, no children, aged 60 and 40 respectively (ages were rounded down to the nearest 5 below, so Judith could have been 44, that is if she was telling the truth!). In 1851 Judith 58 was a widow. 58 gives a birth of 1792/3 which just about ties up with a marriage in 1814 (not 1818). James seems to have been rather older, and there's a burial in Sandy of a James Tilcock aged 74 on 15 Sept 1850 (and a christening in 1774, so perhaps he told the odd porky to the enumerator as well)
Three possibilities spring to mind
1. They didn't have any children
2. They were non-conformist and didn't baptise their children in the established church
3. They moved from Sandy to a parish whose register is not on the IGI, had children, then moved back to Sandy in time for the 1841, all the children having left home by then.
I suppose you could cross check Tilcocks in Sandy in 1841 against baptisms on the IGI to see if there are any spare ones, and the same in 1851 where you can specify birthplace.
I can't see any children buried in Sandy other than known baptisms from the IGI, so it doesn't seem as though they lost children.
Unless you know otherwise I wonder if they had children.
Regards
David