It does mean "the church of"! For example: "Llandudno" in English is "The Church Of Saint Tudno" but there is a letter change because it is Welsh.
I think it means Church of ... Because Llanfair means Church of St. Mary ... Llandudno ... Church of St. Tudno
Ll an means church but if its in front of a town name it means church near the place :D