This is the definition I found of a pilgrimage: 'A pilgrimage is a journey or search of moral or spiritual significance. Typically, it is a journey to a shrine or other location of importance to a person's beliefs and faith, although sometimes it can be a metaphorical journey into someone's own beliefs.'
Not a religious one but as a family we made a kind of pilgrimage a few years ago now, to revisit the places of my father's childhood in Malaysia ans Singapore and also to visit my grandfather's grave in Kanchanaburi, Thailand. He was a POW in a Japanese death camp and worked on the infamous Burma-Siam railway. It was a very spiritual and meaningful journey for all of us but particularly my father.
Yes, it meant a lot to all of us and it wouldn't have been possible for my father without the rest of us there. He was only 8 when they left and had never returned, so had all sorts of buried emotions and fears to conquer.