"Jay, you're going to be with me at the finals - I believe in you, you deserve it."

Those were the words of music mogul Simon Cowell when he told Saundersfoot's X Factor wannabe Jay James he was through to the hit ITV show's live performances.

Jay is one of 12 acts from thousands who auditioned and will now battle it out weekly to stay in the contest.

The bookies favourite to be crowned outright winner for 2014 going into the judges houses round of auditions, televised at the weekend, the 31-year-old former Royal Navy fitness instructor sadly failed to impress his mentor at his home in Los Angeles, leaving his massive fan club anxious about his fate.

In Saturday's show, Simon said he 'wasn't crazy' about Jay's rendition of REM's Everybody Hurts, while Sinitta, his guest judge, admitted: "I haven't seen what the excitement was about."

And as the show ended, it looked like the end of the road for Jay.

But after an agonising 24-hour wait, Sunday's edition opened with Simon deciding to take a gamble and put Jay through to the live finals.

The last Welsh contestant left standing, Jay, whose odds have now slipped to 8-1 with online betting sites, went through in the over 25 category, alongside Ben Haenow and Fleur East.

Now the hard work begins for Jay, a former student of both Netherwood School, Saundersfoot, and Pembrokeshire College.

As the people of Pembrokeshire get behind their pop sensation and X Factor fever starts to take hold, the Observer was delighted to catch up with Jay for a telephone interview.

Asked how it felt to be an X Factor finalist, Jay said: "It's absolutely incredible. It is quite surreal. I don't want to pinch myself in case I wake up.

"There is a really fantastic bunch of contestants this year and we are all having an amazing time. It's great being in such a creative space where we bounce off each other which is ultimately what you want."

Jay continued: "We have a tight schedule and I have been really busy."

But he admitted, all the hard work was worth it: "On a personal level, I have been trying to make it for a while, so to have a platform to do what I love is unbelieveable."

Jay described working with Simon Cowell as 'amazing' and that he affectionately calls him 'Dad 2'.

"His eyes remind me of my dad. It's great to be working with the Si Admiral. He has such an aura to him. He is such a positive bloke. He is absolutely dead on. Everything he says goes in. I am learning such a lot."

After returning from judges houses, Jay and the other finalists moved into the X Factor house two weeks ago and each weekend have been tuning into the show and watching it together.

"I tend not to watch myself and do go out of the room," said Jay, "but it's lush to be all sitting in the living room watching the show. It is a bit jam-packed with us all there, but it's a lot of fun."

Married to Victoria and with a 13-month-old daughter, Jay says he is missing his family.

"I am used to being away from when I was in the Navy, but it is different now Victoria and I have Nova, but ultimately this is for them. We've had a tough time, but now I feel I'm going somewhere. I did go home for a couple of days when we returned from judges houses, and the day before I left to move into the house, Nova took her first steps. I was so chuffed to see it. It meant a lot because she is growing so quickly."

This week has also seen photographs of Jay's makeover released. He has kept his trademark sexy stubble and slip-on shoes, but has ditched his characteristic white shirt and smartened his look with a slick dinner jacket and open collar shirt.

So what does Jay think?

"I am a massive fan of fashion and to have stylists around me and to be able to handpick whatever I want is fantastic.

"I'm just buzzing. I'm doing something I really love and I hope to do Pembrokeshire proud. The support is incredible. I have been overwhelmed and I thank everyone so much for all the love. I'm a Saundersfoot and Pembrokeshire boy at heart. I was born and bred in Saundersfoot and even have Saundersfoot boy tattooed on my arm. It's heart-warming to know everyone at home is rooting for me."

The X Factor live shows continue tomorrow (Saturday) on ITV.