I'll spill some beans.

You have corrected identified my grandfather at Cheltenham in 1891 and as a lodger at 29 Albert Street, Lydney (the Sterrey household) in 1911.

If you were asking yourself where he was at the 1901 census, thereby hangs a tale. He can be discovered at Cheltenham listed as "Frank Pryer." His mother was Emily as mentioned in 1891 along with his brother George and sister Louisa. His father William Henry Essex (born Cheltenham 1865) is not shown in 1891 because of some dire scandal that I'm still getting to the bottom of, but apparently it rocked the gentlefolk of Cheltenham and William Henry scarpered to America c. 1890 - a fact revealed only c. 1979 when some Essexes from Pennsylvania rolled up in Cheltenham looking for their roots and found out more than they'd bargained for. Emily's response to her abandonment was to take up with, and eventually marry, one Henry Pryer. W F Essex was called Frank rather than William within the family, and was called Pryer for convenience in 1901. Shortly afterwards, he too fled Cheltenham because he didn't get on with Henry Pryer and it was mutual. Quite why he picked on Lydney we don't know, but a "G. Essex" in a 1910 Lydney street directory was probably his brother George whose son Leonard was baptised at Lydney in 1908 which I think is the earliest mention of an Essex in Lydney.

Their sister Louisa married one Herbert Smith. They also acquired a half-sister, Dorothy Pryer (present at the 1961 funeral along with Louisa), who had married an Empleton whose brother's son-in-law happens to have been called Stan Parker. Have no fear, my tentacles are outstretched towards a contact who is a descendant of the Empletons lest it be possible that this Stan usually preferred not to be called "Roland" and was roped in as a chauffeur to a Lydney funeral for Mesdames Louisa and Dorothy, in which case he might just have passed himself off as a nephew of the deceased.