Hi there,
Have you read through the following ?
http://boards.ancestry.com.au/thread.aspx?mv=flat&m=506&p=topics.immigration.australia.generalHere are the free to search scanned images of the passenger list for the Daniel Ross, to Sydney April 1855. I think the surname has been transcribed as MELLA. (Scoll down through the transcribed list to the Scans and click on those).
http://mariners.records.nsw.gov.au/1855/04/069dan.htm Here is the link to the NSW State Records Naturalisation Index.
http://www.records.nsw.gov.au/state-archives/indexes-online/naturalization-records/index-to-naturalization. I wonder if the surname may be transcribed on that index as MULLNER, if so, the index has his place of birth as in Austria.
If that is not your chap's naturalization, would you please check the index and let me know under what surname it has been indexed. (He is on electoral rolls as early as 1870, and that should indicate that he was already a British subject, either naturalised or naturally so, but I cannot find a naturalisation entry at NSW SR that may match apart from the 1893 one mentioned above as Mullner).
You mention that his marriage certificate does NOT mention any parents names. If the marriage was in NSW prior to 1895, it is not unusual for there to be information NOT recorded on the summary documentation that NSW BDM hold. They actually note this on their website, and they make suggestions as to how to overcome those blanks. I think it would be NSW BDM reference 1895/1861 indexed as Antone MELZER and Mary MARONEY registered Gundagai. Here's an RChat thread I did up about how to overcome those elusive blanks (details about parents of the bride/groom, occupation of groom, age, place of birth etc).
http://www.rootschat.com/forum/index.php/topic,546609.0.html If you don't want to go down that research path, then may I suggest that the information on NSW BDM birth certificates is in depth, and may provide some help too. NSW BDM births include responses to questions about the parents, including their respective place of birth.
From the 1875 Grevilles Post Office Directory for GUNDAGAI
Antonio MELYER, farmer, Spring Flat.
NSW Electoral Roll 1870 The MURRUMBIDGEE.
Anthony MELZER, residence, Brawlin.
NSW Electoral Roll 1878 The MURRUMBIDGEE.
Anthony MELZER, residence, Brawlin.
ADD
Red Post, Yes, Ruskie, NSW naturalisation applications required place of birth

and ship of arrival and loads of other info too.
JM