Hi Pauline,
As a start, I have tried a search of the 1901 census for all Mallard, born in London. As Caroline and Catherine were born in Chelsea and Fulham, a search of any other Mallard born in London and on the 1901 census is a start.
We do find a Madge Mallard, a 6 year old visitor, staying at Hampstead with the Wiltshire family. I am not suggesting this is the right person, but a way of searching.
Incidentally, I signed up for Ancestry, which is not a cheap option - but does give access to the 1891 census in its entirety, and large parts of the 1901 plus continual additions to the 1871. You can access the 1881 at the LDS site, and then I have bought census for specific areas for 1841 and 1861.
Then there is the Cambridgeshire 1851 index online, plus I have specific indexes for 1851 and 1861 for certain areas, plus a microfiche reader with some parish records, although never enough, and finally there is the excellent Record Offices. As these take a day out of your life and the expense of getting there, I find that having my own resources helps and is a cheaper option in the long run.
Oh, I forgot the IGI search tool at the IGI, which is good and not entirely reliable like some of the census transcriptions (mine included) - so by havong about five or six different references to the same family, open online at the same time, one can cross reference the data and maybe come up wth a useful snippet of info.
What have I missed? Google, lots of google searching, and lots of different search queries sometimes find a good site, and often visiting the area is worth a try as many parish records often become available that are not immediately obvious from just typing a persons name.
Just a starter.
Best
Kevan