Sorry for the delayed reply but it took me a while to get my thoughts together on this. And thanks for those details, much appreciated.
I would be tempted to think the convict Samuel Jennison might well be the son of Samuel Jennison & Anne Steeples who married in 1803. Perhaps he lied about his age re his convict records which give him a birth year of 1802. Perhaps he wasn't sure and neither were they. Perhaps he was born a bit earlier and only christened in 1804 if that record turns out to be him.
I was a it put off however by the baptism of another Samuel Jennison to a Samuel & Ann in Belper in 1826, with the following children in between:
the two Trish mentioned in 1809 and 1815
Anne 10 June 1818 Belper
Christopher John 10 January 1819 Belper
Edwin 18 Aug 1823 St Peters, Derby
There is another marriage of a Samuel Jennison and Ann Bond at St Peter Nottingham in 1818, with no births in Nottinghamshire that I could see quickly, so perhaps these people had the second Samuel Jennison?
Samuel & Ann Steeples seem to appear in the 1841 census as follows at Derby St Peters:
Samuel Jennison, 64, nail m, born in county
Ann Jennison, 61, dress m, born in county
Ann Jennison, 23, dress m, born in county
William Gadsby, 15, nail makers apprentice, born in county
George Ingleby, 24, nail makers apprentice, not born in county
So there's no Samuel Jennison with them. The occupation of nailmaker also seems not too far from the father's occupation of blacksmith recorded on convict Samuel Jennison's death certificate in 1860 (which records parents as Samuel Jennison and unknown).
I'm not sure though.