Hope to find some census records for you shortly. In the meantime:
For Llanfilo, the parish church you want is St. Bilo's. Records at either the National Library of Wales or Powys Archives. (Likely a copy in the other place).
There isn't another church or chapel actually in Llanfilo. It's possible that there would be non-conformist chapel's in neighbouring places which they might have used in preference to the parish church, but I would start with St. Bilo's anyway.
The reference to St. David's isn't to a church. It's the much larger diocese which covered much of South Wales.