Michael,
Ideally you need to get Patrick and Mary Ann’s parents names from perhaps death certificates in the USA, to distinguish them from the many other people of those same names.
If they were both born in Magheralin then you won’t find baptism records for them as they don’t go back that far. The parish records start in 1815 and can be viewed free on the national library site. Unusually for an RC parish, there are burial records 1815 onwards too. So presumably Patrick & Mary Ann’s parents will be there, provided they died after 1815.
http://www.nli.ie
I looked at the tithe applotment records for 1834. These list those with land (so mainly farmers but not normally labourers, servants and others without land). There are 3 or 4 Connors in Magheralin then but no McGrory, suggesting Mary Ann’s family weren’t farmers. But if you think Patrick’s brother who stayed in Ireland was a farmer, then he may be in the 1834 list, or his father. Townlands are listed so that gives you a general area to search.
http://www.irishgenealogyhub.com/down/tithe-applotment-books/magheralin-parish.php
They had all left those townlands by the 1901 census save for this widow:
http://www.census.nationalarchives.ie/pages/1901/Down/Ballyleany/Ballyl…
There are some Connors from Magheralin listed on the Rosdavies site:
http://freepages.rootsweb.com/~rosdavies/genealogy/SURNAMES/C/Connor.htm