I didn't visit Old Malton, but if you are thinking of New Malton (actually 800 years old!) then I'm not sure how much the two prinicipal churches will help you. There are a few, a very few, headstones at St Leonard's, the rest having been cleared, and as usual, they are almost impossible to read. Unless your family are sufficiently exalted to have one of the wall plaques inside the church (mine aren't) you won't find anything at St Michael's. But streetmap shows two cemeteries, presumably civil, which might reveal something. I din't get there this time.
Have you visited the Borthwick Institute in York? It's on the university campus and a pig to find, but they have some very useful records.
Good luck
Colin