The way I heard it, Contrary Mary was the Tudor one, and the pretty maids were nuns, the silver bells those rung at Mass and the cockle shells those of pilgrims to Santiago de Compostela. There may have been a reference to gardens planted to remind people of Catholic doctrines, with flowers (eg lilies) associated with the Virgin Mary. (I got hauled over the coals last time I referred to that, for giving no references. They're in the Forum somewhere.)

Penny