The following parishes records have been searched without finding any STERRYS or similar:

Belton (All Saints) (Marriages 1754-1812 - Modern Transcription)
Bourne (Burials 1813-1900 - Modern Transcription)
Coleby (Baptisms, Marriages and Burials 1561-1812 - Modern Transcription)
Gainsborough (All Saints) (Marriages 1754 - 1812 - Modern Transcription)
Grantham St Wulfram (Marriages 1700-1812 - Modern Transcription)
Haydor (Baptisms, Marriages and Burials 1559-1649 - Modern Transcription)
Holbeach (Baptisms, Marriages and Burials 1606, 1613-1641 - Modern Transcription)
Lincoln St Botolph (Marriages 1837-1900, Burials 1800 - 1897- Modern Transcription)
Boston St Botoph (Baptisms 1800 - 1900, Marriages 1754-1812 - Modern Transcription)
Great Grimsby (Marriages 1844 - 1879 - Modern Transcription)
Horncastle (St Mary) (Burials 1813 - 1900 - Modern Transcription)
Readby (St Oswald) with Althorpe (Marriages 1672-1812 - Modern Transcription)
Sleaford (St Denys) (Burials 1813-1900 - Modern Transcription)

The following parishes have been searched and have located STERRYS or similar:

Alvingham
Marriages

There is one marriage in Boyd's:
1702 Tho Gentle & Jane Storry

Barton upon Humber (St Mary)
Marriages

There is one marriage in the IGI:
1740 Nov 25 Edwd Starry and Mary Porter

Castle Bytham
Baptisms

There are two baptisms in the IGI:
1589 Apr 21 Anne d. Richard Starey
1629 Jun 3 Elizabeth d. Francis Starey

Crowland
Marriages (Lincolnshire Marriages Index 1837-1870)
1865 Feb 23 William Storry, Father: John Storry & Mary Rosbe, Father: John James Rosbe

Ewerby
Baptisms

The IGI has one baptism:
1778 Aug 29 James s. James and Sarah Stery

Fleet
Marriages

The IGI has one marriage:
1760 Aug 14 Elizabeth Starey & Benjamin Snelson

Holbeach
Baptisms

The IGI has one baptism:
1759 Mar 2 Lydia Sterey

Kirton in Holland
Baptisms

The IGI has one baptism:
1665 May 7 Anna filia Richardi Stery et Annae

Sutton (St Edmund)
Marriages

The LDS Vital Records British Isles 2nd edition has the following marriage (FHL Film 1542181 Dates: 1827 - 1844):
*1843 May 23 Samuel Woods s. James Woods and Eliza Sterry d. Cornelius Sterry

Tealby
Marriages

The IGI has one marriage:
1684 Jan 14 Catharina Sterry & Gulielmus Porter

Tydd (St Mary)
Marriages

The LDS Vital Records British Isles 2nd edition has the following marriage (FHL Film 1542154 Dates: 1571 - 1576) :
1754 Jul 14 John Nicholasson and Margt Starie

Upton cum Kexby
Baptisms

The IGI has one baptism:
1600 Oct 26 Hughe s. of Hughe Starye

Well
Marriages

There is one marriage in Boyd's:
1729 Elz Storry & Wm Houghton

Also searched:

City Apprentices Index. No Sterrys.
Proprietors & Tenants of the East and West Fens 1807. No Sterrys
Musters 1781-82. No Sterrys
Settlement Examinations - Kesteven Quarter 1700 - 1847. No Sterrys
Petty Sessions - Sleford, Lindsey. No Sterrys
Lincoln Union Workhouse. No Sterrys
Lincoln City Marriages 1813-1837. No Sterrys
Marriage Index of Lincolnshire - Grantham Deanery 1700 - 1753. No Sterrys.
Lincolnshire Burials 1813-1900 (Louth Holy Trinity, St James & St Michael) No Sterrys.
Lincolnshire Strays. No Sterrys.
Wills beneficiaries. No Sterrys.

BRS Calendar of Wills 1601-1653
Stires, Thos, Iver, Bucks, 1621 ii, 183

Lincoln Marriage Licences 1598-1628. No Sterrys.

Marriage Indexes 1813 - 1837 (St Wulfram Grantham, Graffoe Deanery, Lawres Deanery, Beltosloe Deanery, West Wold Deanery, Calcewaithe & Candleshoe Deanery, Haverstoe, Grimsby & Cleethorpes Deanery, Louthesk Deanery, Yarborough Deanery, Lafford Deanery, West Elloe Deanery, Holland East Deanery, St Botolph's, Boston, Holland West Deanery, Aveland & Ness Deanery, Stamford Churches, Grantham & Loveden Deaneries, Bolingbroke Deanery, Corringham Deanery, Manlake Deanery, Isle of Axholme Deanery). No Sterrys.

Marriage Index 1754-1812 (Grantham Deanery, Graffoe Deanery, Westwold Deanery, Calcewaith & Candleshoe Deanery, Louthesk Deanery, East Elloe Deanery, Holland & East Deanery, Aveland & Ness Deanery, Manlake Deanery, Bolingbroke Deanery, Corringham Deanery

Lincolnshire Marriages 1754-1812. No Sterrys.
Poor Law Index - Kesteven. No Sterrys.
Quarter Sessions 1700-1847. No Sterrys.

Cemetery Records
The following indexes of cemetery records were searched without finding any Sterrys:
Barrow on Humber, Brigg, Cleethorpes, Grantham.

Sterrys were found at:

Cleethorpes Cemetery Burial Register
Sterry Henry Guy, Harrington St, 24, Cleethorpes son of Emily and George Arthur Sterry, 0663, 4, G08.32, died 1 Apr 2000, buried 4 Apr 2000

The NBI 2nd ed has the following burial at Cleethorpes Cemetery:
1900 Apr 4 Henry Guy Sterry aged 4

Grimsby Cemetery Scartho Rd
Sterry, Alfred, 64, died 30 Oct, buried 3 Nov 1913, 5/19093

No Sterrys located in 1851 census for Stamford & Bourne, Lincoln, Horncastle, Boston, Spalding & Holbeach, Sleaford, Spilsby, Grantham, Louth, Gainsborough/Peterborough/Neward/Thorne/Coole, Caister, Glanford Brigg.

* Bury St Edmunds Branch