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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Seven Welsh sites are in the running to be Heathrow logistics hubs which would deliver a number of skilled and semi skilled jobs in Wales.
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Wales are looking for a new manager after Chris Coleman resigned in order to take the vacant job at Sunderland.