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.
More top news
A wet and windy night to come, with rain turning heavier overnight. Feeling particularly blustery in coastal areas.
In today's Newsweek Wales, Carl talks to Dr David Bailey from The BMA about how to ease the pressure on the Welsh NHS.
Plans to open a branch of Sainsbury's in a new development in a Pembrokeshire town have been criticised by local businesses.