Here these men and women were—ripe for the gospel of Christ. Did he tell them that the work of escaping the wrath to come had already been accomplished by Christ, and that all they needed to do was to believe in who Christ was and what He did by dying as their substitute on the cross and rising from the dead?
No. Instead, he organized them into groups to “work out their salvation.”
I don't know whether Wesley didn't teach them the gospel or whether he did and the writer of this little history just didn't put in the right shibboleths to satisfy me, but in the story, the gospel is nowhere mentioned and works are given as the means to escape God's wrath. What ever happened to the theology of “And Can It Be?” a famous Wesleyan hymn?
Wesley imposed on his suplicants three categories of lists: not doing harm, doing good, and attending upon the ordinances of God. These are things that we might all have agreed to in eighteenth century England as proper for already saved pious people—but not as the means to escape the wrath of God. Wesley ought to have established the power of Christ's cross to purchase and secure his supplicants' salvation, and then and only then should he have organized them to do the good works God had saved them to do. Whatever actually did occur, the fact is that this story does not include the gospel of God's grace in response to desperate pleas to know how to escape the wrath of God.
What sorts of things were members of Wesley's so-called United Societies supposed to do (and for which if they didn't do they could be expelled from these societies)? Here's the list as contained in the Discipline:
First: By doing no harm, by avoiding evil of every kind, especially that which is most generally practiced, such as: The taking of the name of God in vain.
The profaning the day of the Lord, either by doing ordinary work therein or by buying or selling.
Drunkenness: buying or selling spirituous liquors, or drinking them, unless in cases of extreme necessity.
Slaveholding; buying or selling slaves.
Fighting, quarreling, brawling, brother going to law with brother; returning evil for evil, or railing for railing; the using many words in buying or selling.
The buying or selling goods that have not paid the duty.
The giving or taking things on usury-i.e., unlawful interest.
Uncharitable or unprofitable conversation; particularly speaking evil of magistrates or of ministers.
Doing to others as we would not they should do unto us.
Doing what we know is not for the glory of God, as:
The putting on of gold and costly apparel.
The taking such diversions as cannot be used in the name of the Lord Jesus.
The singing those songs, or reading those books, which do not tend to the knowledge or love of God.
Softness and needless self-indulgence.
Laying up treasure upon earth.
Borrowing without a probability of paying; or taking up goods without a probability of paying for them.
It is expected of all who continue in these societies that they should continue to evidence their desire of salvation,
Secondly: By doing good; by being in every kind merciful after their power;'as they have opportunity, doing good of every possible surt, and, as far as possible, to all men:
To their bodies, of the ability which God giveth, by giving food to the hungry, by clothing the naked, by visiting or helping them that are sick or in prison.
To their souls, by instructing, reproving, or exhorting all we have any intercourse with; trampling under foot that enthusiastic doctrine that "we are not to do good unless our hearts be free to it." [Emphasis in original.]
By doing good, especially to them that are of the household of . faith or groaning so to be; employing them preferably to others; buying one of another, helping each other in business, and so much the more because the world will love its own and them only.
By all possible diligence and frugality, that the gospel be not blamed.
By running with patience the race which is set before them, denying themselves, and taking up their cross daily; submitting to bear the reproach of Christ, to be as the filth and offscouring of the world; and looking that men should say all manner of evil of them falsely, for the Lord's sake.
It is expected of all who desire to continue in these societies that they should continue to evidence their desire of salvation,
Thirdly: By attending upon all the ordinances of God; such are:
The public worship of God.
The ministry of the Word, either read or expounded.
The Supper of the Lord.
Family and private prayer.
Searching the Scriptures.
Fasting or abstinence.
These are the General Rules of our societies; all of which we are taught of God to observe, even in his written Word, which is the only rule, and the sufficient rule, both of our faith and practice. And all these we know his Spirit writes on truly awakened hearts. If there be any among us who observe them not, who habitually break any of them, let it be known unto them who watch over that soul as they who must give an account. We will admonish him of the error of his ways. We will bear with him for a season. But then, if he repent not, he hath no more place among us. We have delivered our own souls.
Remember: these are the things they were to do—these are the things the story says Wesley told them to do—to escape God's wrath. These are the things they had to do to show they were serious about wanting 
