Yep, congratulations to RobinPied Piper, North Wales Welsh sessions. There used to be one in the Tap And Spile, Bangor on a Monday but I've no idea if it's still going.
The Nelson is still going strong on a Friday night but that tends to be more Irish or it used to be and was the other weekend when I managed to get down that way. There will however be people there who could point you to Welsh sessions. In particular, try to look up Andy Mac.
Jon