Relatives of Private Lee Ellis are among those seeking compensation from the Ministry of Defence for allegedly not providing adequate equipment or training.
Private Ellis died in February 2006 when his Snatch Land Rover was blown up.
Similar explosions claimed the lives of two other soldiers whose families are making claims.
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Emergency services staged a rescue operation off Aberdeen beach following reports of two people in the water in the early hours of Friday.
The protest is part of wider demonstrations around London organised by the campaign group Extinction Rebellion.
Lyra McKee was shot in the head amid disturbances on Thursday evening.