Your family story sounded interesting, so thought I would look around the records to see what I could find. I did not find anything to verify that your great grandfather had been sheriff (that doesn't mean he wasn't one--just didn't find anything saying he was), but I did find that he had been a Civil War Soldier for the Union. The census records show his name as Juan de Jesus Sedillo and sometimes Juan J. Sedillo. His wife is shown as Josefita or Josefa. They lived in Paraje, Socorro County, New Mexico, clear back to 1870 at least. Juan died before Josefa. You can track your grandfather through all of the census as Conrado Sedillo. He was quite a bit older than Theresa. You can find them in the 1920 census living on Second Street in San Marcial--it shows his occupation is a Stock Raiser. And of course, by the 1930 Census they had moved, as you stated, to Bernalillo County. If you go to FamilySearch.org, (their new search site), you can even see some death records on Juan de Jesus Sedillo and other family members, and also his Civil War Record. I thing you could also view birth information--I was looking at so much and just trying to remember the info without writing it down. I hope this adds a little more to your story.