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
Figures show Wales has the lowest percentage homes estimated to be worth at least £1 million - in the whole of the UK.
All very autumnal today with a mixture of sunshine, showers and fresher feeling temperatures!
Wales Manager Chris Coleman has criticised alleged corruption in football, believing that anyone found guilty should be banned for life.