Working back from William I (1784-1847) the FamilySearch tree seemed solid enough and took my tree back through:
– William (1754-1822);
– Henry (1718-1793);
– John (1689-1728);
– Thomas (abt 1659-1721), 7th great grandfather.
All baptised at Measham, except Thomas.

But where next?
No one appears to have found other records for Dennis in Measham or in nearby places in Derbyshire or Leicestershire that indicate any likely relationship to Thomas 1659, for example brothers and sisters getting married in Measham in the 1680s. Given that several apparently competent and professional people have pored over these records over several years the obvious conclusion is that they aren’t there; that is, in this case, absence of evidence really is evidence of absence. There are records for related families, such as Finch, Smith, Jones, Usherwood and Williams, but not Hogg or Wileman.
Records for Dennis do appear in various places, for example the cluster in Bottesford, Vale of Belvoir and especially the Wreake valley. There is a concentration of baptisms and marriages at Swepstone, Nailstone and Heather, a short distance east of Measham, but I cannot see a link to Measham. These were no great distances even in the seventeenth century. There is a tree of Dennis from Thorpe Arnold on Ancestry, but there was no Thomas Dennis baptised in any of these places that could be “my” Thomas.
Following the Civil War (1641-51), it says, miners were brought in from Bedworth and Shropshire, probably to introduce the longwall system to advance from the less efficient pillar and stall method (1).
Findmypast has records of Dennis (and variants) baptised at Pontesbury, Shropshire between 1541 and 1665, but this is no indication of a connection and there is no way of knowing whether they were miners. In any case there is no baptism of a Thomas Dennis in this period – the complete record for Pontesbury Oct 1538 to Sep 1733 is imaged and transcribed via FMP. There was nothing relevant from Bedworth either. Therefore, I infer that this was not the reason for Thomas’s arrival at Measham.
There was a Thomas baptised 9 Nov 1659 at Breedon-on-the-Hill, Leicestershire to parents Thomas Dennis and Hester (FamilySearch). Of the records available online, or discovered by me or researchers I know about, this appears the only one that could be my Thomas. Other records take this branch back to Richard Dennis and Jone Bennitt who married on 30 June 1579 at Breedon.
If that is where the trail goes, it is also where it is sure to go cold; twelve generations and 450-odd years ago.