Gascoigne remained committed to Parliamentary reform and in 1797 worked closely with Wyvill in an attempt to revive the reform movement in Yorkshire; the attempt was unsuccessful as by the late 1790s both Wyvill and Gascoigne had lost what little political influence they once had. In 1788 Sir Thomas became a captain in the 1st West Riding militia, attaining the rank of lieutenant-colonel in 1794, a position from which he resigned in 1798 in support of his patron, the Duke of Norfolk, who had been dismissed from the lord lieutenancy (and de facto command of the militia) for expressing Jacobin sentiments at a political dinner. Three months later Gascoigne took command of a new militia - the Barkston Ash and Skyrack Volunteers. On 4 November 1784, at All Saints' Church, Aston upon Trent, Derbyshire, Gascoigne married Lady Mary Turner, née Shuttleworth (1751–1786), widow of Sir Charles Turner (c.1727–1783). Mary died from complications following childbirth on 1 February 1786, having given birth to a son, Thomas Charles Gascoigne, in the previous month. Gascoigne never remarried and continued to raise his only son and three children from Mary's first marriage on his Parlington estate. His marriage to Mary Turner was Sir Thomas' first and only marriage; the much repeated claim that he had married a Miss Montgomery in 1772 is incorrect. Although Barbara Montgomery (made famous as one of the graces in Joshua Reynolds's painting "Three Ladies Adorning a Term of Hymen" (1773)) was certainly romantically attached to Sir Thomas they were never married. Since inheriting the baronetcy in 1763 Sir Thomas had always taken an active personal interest in the management of the estate and adopted pioneering techniques in both agriculture and the extractive industries, especially in coal mining. His estate comprised property in many of the townships stretching between Tadcaster and Leeds in the West Riding and included not only extensive farmland, but limestone quarries at Huddlestone and coal mines at Parlington, Garforth, Barnbow, Sturton, and Seacroft. Gascoigne was responsive to new developments in the extractive industries and eager to adopt these new techniques to exploit his mineral assets to the full. As a result, he managed to double the vend from his coal mines from some 51,000 tons in 1762 to 115,950 tons in 1810. In late 1790 and again in 1801 Sir Thomas employed the Catholic coal viewer John Curr to advise on his mines.