Dont know how much of this you have already found but this is what I have found after a quick look:
have you already found them in the censuses?
This could be James and Margaret with their bew baby Catherine in the 1871 census living at 64 South Street, Perth
James aged 29, born St Andrews Fife, occupation Mariner RNR (which I think is Royal Naval Reserve)
Margaret aged 24 born Dull, Perthshire
Catherine aged 6 months, born Perth
So this matches somewhat with him having a naval background of some sort although from the next censuses it looks like he changed occupation somewhat!
I think this is them in the 1881 census:
Living at 137 High Street, Perth St Pauls, Perth
James aged 39 born St Andrews, Fife Dyer Silk Cleaner
Margaret aged 34 born Aberfeldy
Catherine aged 10 born Perth
Walter aged 8 born Perth
William aged 6 born Perth
Lillias aged 4 born Perth
Margaret aged 1 born Perth
In the 1891 census they appear again as you say living at 11 Tulloch Terrace, Perth, the family are the same except there is now:
Jemima aged 9, George D aged 6, Christina M aged 4 and Frederick J aged 2.
Also at this point Walter D is listed as a chemists assistant, is this something he went on to as a career?
In the 1901 census they are living at Hillyland?, in Tibbermore, Perth and the children remaining at home are Catherine, Maggie, Jemima, George, Christina and Frederick. Jemima is working as a dyers fincher, so it looks like Frederick may also have followed in the family footsteps!
In the 1901 census there is a Lily Gellatly born Perth living in London - could this be Fredericks sister?
In terms of deaths looking at SP it looks like:
James Gellatly died in 1920 in Methven, Perth aged 79
Margaret (Burden) died in 1912 in Perth, aged 66
Walter D died in 1929 in Paisley aged 56
There is a death of a Jemima Gellatly (other name Shepherd) dying in 1910 aged 28 in Newburgh, Fife that could be your Jemima.
If you download the marriage certificate of James Gellatly and Margaret Burden from SP you can get both of their parents names if you dont know them already and find out what the fathers jobs were as well.
Hope some of that is helpful!
Aileen