I agree with BOF and I'm somewhat at a loss to understand why you've put your ds on the spot so to speak, insofar as his dgps are concerned, with regard to possible photos that may or may not be published in your local paper.
Any photos of the march that may appear are unlikely to be captioned with the name, age, and packdril,l of the participants, and it may be that your dps may not even notice should your faces appear in a crowd scene.
I therefore can't see that any useful purpose can be served by breaking the news to your dps at this particular point in time and, IMO and with due deference to their generational and social mores, their dgs's sexuality is a subject that should be gently brought to the forefront of their consciousness rather than delivered as a bald statement while passing the gravy boat at Sunday lunch or similar.
Of course if, perchance, the 3 of you - or any of you - are featured in any coverage of the march by your local rag and your appearance comes to the attention of your dps, and they raise the subject with you, this may provide a natural means of letting them know that their grandson is gay, that he has the full support of his parents, and that you have no doubt they will follow suit.
BTW, your df sounds a sensitive soul wrapped in a bluff exterior. If you suspect that your ma has an inkling I doubt that your pa will be far behind but, nevertheless, if circumstances allow I would suggest that you allow the coffee to percolate before you demand that they wake up and smell it.