Pembroke takes its name from the Welsh pen [head, extreme part ], bro [region, district ], and og or wg [ a terminal particle applied in old Welsh to an inhabited region ]. The more ancient name was Dyfed, and called Dimetia by the Romans. Pembroke is certainly situated at the "end" of Wales.
The first of the JONES surname was Owen. His case is found in Bundle 242/ No. 66 which is dated 1558 - 1603. It is unclear the exact date of the case, thus Owen Jones would be found after 1558 and before 1603. Interestingly, Owen [Bowen] also becomes a surname [ ab Owen ] that were to share some of the same Y-chromosomes but with different surnames. A full account of Pembrokshire can be found in Nicholas, Vol. II, pp. 832 - 911.
At any rate, say hello to Owen Jones, the first of this surname to appear in the English legal records.