Of course there's also the possibility that they weren't Roma at all...
Atch, thank you for your research. I have followed some of your leads and left questions at the Polish genealogy forum I have found through the link to the pgsmn.com. I am hoping someone will reply with info. I am positive Siejanka was from a Romani family because of the info in the letter (I posted the pic of the actual letter yesterday) - her gravesite is the only Roma grave at the cemetery. Also, the first name Siejanka, to my knowledge, is not a Polish Catholic name. You have been so very, very helpful. Any other ideas/avenues I might explore?