Here are a few grammatical variants for your reference:
- Possessive: Dan Davey's church
- Plural: Dan Davey and his family=the Daveys
- Plural Possessive: the car of the Davey family=the Daveys' car
I do know a man named Nigel Davies, the Australian pastor who represents Positive Action For Christ in the land down under. And that is a truly lame segue into a shameless promo.