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The point of the Nazi marches is recruiting. When proto-Nazis think there are a lot of Nazis around, they get more comfortable doing Nazi things. The goal is to travel into an area and try to recruit enough locals to create a self-sustaining movement there

So it seems to me that the best tactic is to figure out who the locals are that they're trying to recruit and make sure they understand that they will not in fact be safe once the Nazis who traveled into the area leave.