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
All very dull and grey over the next few days unfortunately, but at least temperatures are degrees milder!
Conservatives claim the poor PISA ranking is a 'scandal of monumental proportions.' Plaid Cymru say the Welsh government has 'failed again.'
Unions are calling on the Welsh Government not to panic and to provide support for teaching staff following the PISA rankings publication.