The pair were arrested on March 2 for entering a military zone in the northern Turkish province of Edirne and are waiting for their case to be heard.
They told prosecutors they had entered through a border crossing after getting lost in fog.
Turkey orders detention of 170 soldiers for links to coup plotters
A Greek police source said more than 3,000 people including former members of the military and church leaders joined the protest in the town of Orestiada near the Turkish border.
A Turkish court has rejected a call by Athens to free the two soldiers.
"Constant" diplomatic efforts were under way to get the soldiers home, Greek government spokesman Dimitris Tzanakopoulos was quoted on Sunday by the Greek news agency ANA as saying.
Turkish paedophile given 'record 572 year sentence'
The longstanding foes have also clashed over Turkish demands that Greece extradite eight Turkish troops wanted over the July 2016 attempted coup against President Recep Tayyip Erdogan.
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