Hi Ray
I looked through the PR fiches for All Cannings today (1880-1910) and there definitely is NOT a Henry MERRIT/similar baptised to a George & Mary Jane. I checked that all the pages were there and nothing was omitted. There were a number of other George & Mary Jane children as follows (of All Cannings, labourer):-
-1882 May 30 Fanny Louisa MERRITT
-1883 May 15 Joseph George MERRETT
-1887 July 31 Frederick William MERRITT
-1889 Sep 29 Edith Florence MERRITT
-1894 Bertie Charles MERRETT (occ-baker)
-1895 Ernest Frank MERRITT
-1899 May 21 MERRITT (occ-baker)(bn 29.6.98)
All of these children match up with your 1891 & 1901 census - perhaps if you provide that info on this thread it could help others in your search for Henry's baptism?
Both census' have father George and all children born All Cannings; but mother Mary Jane is showing as born Bishop Cannings. I suppose a long shot might be a baptism in Bishop Cannings.
My two-penneth regarding his middle initial...I do not think it is a J when compared with other J's on the same census pages. If I was a betting (wo)man my £9.25 would be on the 1885 Devizes birth cert

Cheers
Vaz
