One spectator couldn't resist joining in with the march. Little Wesley tried to keep up with his father as the soldiers marched past.
He was later rewarded with a signed rugby ball from Wales international Ryan Jones, who stopped by to support the returning men.
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Ahead of International Women's day, Wales Office Minister Baroness Randerson is calling for more women to enter the world of business.
Welsh Assembly Members could see a pay increase of almost 18% next year, which would see their salary rise by almost £10,000.
Plaid Cymru are expected to stress their role in any post-election discussions and say it's a chance to make Wales matter at Westminster.