William -- Lia, Illia, Mailey, Milly, Mala, Wiam (WHY-am),
Michael -- Michelle, Mikhail (mick-HAIL), Shale, Mickey, Milly, Cale, Kell
Harry -- Halle/Hallie, Harris, Rory
Alfred -- Ally, Fred, Alfie, Red, Farlen, Delfrey
Mary Jane -- Marjorie, Maje/Mage, Mane/Maine, Jeremy, Jemma, Janey, Maren
Shirley -- Sugar, Shey, Shell, Lisha, Lesley/Leslie, Rilley, Riley
Agnes -- Nessa, Genny, Genna, Sage, Agen
Heather -- Heath, Thea, Aether, Hattie, Rhea, Tharen
Sheila -- Shyla, Ashlie, Halie, Leia, Leah, (see Shirley)
William (I'd be interested to hear other ideas besides Willa) - Willow, Willem, Wilfred, Wilhelmina, Liam, Billy/Billie, Wilhelm,
Michael - Micah/Mika, Michaela, Mikhail, Michelle, Mikkaline, and many in other languages - Miguel, Michel, etc.
Harry - was this short for Henry? Henry, Harriet (<3), Harriman, Hal, Hank, Henrietta
Alfred - could do any with -Fred or -Al, Allison, Alfie, Frederic, Federico, Federica, Wilfred, Alfreda,
Mary Jane - Using these initials, or just half of the double name, would work in honouring someone (Mary Kate, Mary Faith, Mary Beth, or Ella Jane, etc.). Different ways to honor Mary or Jane - Marietta, Marie, Marisol, Maria, Jeanine, Janet, Jayna - although I think Jane is nicer than the alternatives!
Shirley - this one is hard!
Agnes - Agatha, Agate, Inez, Anais
Heather - I can't think of anything for this, either! I don't think it has a male version or any diminutives! Using another floral name would be a nice theme, but is kind of a stretch.
Sheila - Shayla or Shyla are similar, and I think Sheila may be derived from or has influenced Cecelia/Cecil/etc.
William: Willas, Liam, Willem, Guillaume, Vilhelm, Wilhelmina, Lillia.
Michael: Misha, Mihaly, Miguel, Mikkel, Mischa, Mikkeline.
Harry: Henry, Harold, Harilaos, Henrietta.
Alfred: Alfie, Alf, Frederick, Frederica, Federica, Alfa.
Mary Jane: Marie, Maria, Marina, May, Gianna, Giovanna, Janae, Joanna, Johanne.
Agnes: Angus, Anais, Senga, Nesta.
I love the name Liam - even though it's so popular right now I would use it as a MN. I love Willa (also popular) and would use it on a girl in a heartbeat. So Liam would be an awesome choice for a boy.
The only name for Michael that I have heard that I like is Micah - don't love it - my husband doesn't like it. This is my dad so I would really love to use something - so some more research/thinking here. LOVE Marina for Mary Jane but one of my favorite girl names for a first is nautical so I couldn't combine the two (too nautical..) but I thought of using Maren (stands for Pearl - so a bit nauticaly but it doesn't scream it so I actually like it). Also the name Mane/Maine/Mayne intrigues me, too.
Still need to think over some names to use for Alfred.... didn't think about the 'fred' part so there could be something there.
What about, instead, using your father's middle name (or a derivative) to honor him, or giving the same initials? Or, if your maiden name/father's surname is transferrable into a FN, you could use that for a son (assuming he'd have your husband's surname).