I've been to the Centre for Buckinghamshire Studies today, Kate, and have been viewing the PRs on microfiche and have made some print-outs.
Also, Buckinghamshire Family History Society have a searchable database, and there were only three possible burials for a Thomas Bailey or Baily, all which I checked out. I don't think the coverage is 100 % complete, though.
In his will he bequeaths his daughters land in Great Horwood and he mentions some of it came from his father, so he might have chosen to be buried where he was born.
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