Bayley missed few, if any of the places of interest in Rome, visiting St. Peter's Basilica, Sant'Agnese fuori le mura, the Archbasilica of Saint John Lateran, and other Roman churches, as well as the Etruscan and Egyptian galleries in the Vatican Museums and "the noble and magnificent Bibliotheca," and recording his reactions in his journal. On March 10, he visited the English College and met Dr. Baggs, who gave him a letter of introduction to a converted Episcopal clergyman from Boston, Massachusetts, George L. Haskins, who became a lifelong friend. One day in April, as Bayley spoke to Haskins about his persistent doubts between Catholicism and Protestantism, Haskins offered to secure a room for Bayley at the Church of the Gesù where he could "make a retreat and humbly implore the illumination of the Holy Spirit." On April 19, Bayley began a retreat at the Gesù according to the "Spiritual Exercises" of St. Ignatius of Loyola under the direction of Bartholomew Esmonde. On the evening of the 25th and morning of the 26th, Bayley made a general confession of the sins of his life and received a conditional baptism, and on April 28, 1842, he received confirmation, and made his first Communion from the hands of Cardinal Fransoni.