I agree that more ground work is key. The more "weird" things you can get him used to, the better. They learn to trust you, every time you introduce them to new items or movements or obstacles. One other thing you might try is earplugs. It's hard to practice the level of noise in a parade. Earplugs don't remove the sound, but they dampen it a bit, and for some horses they really make a difference! You can buy horse sized ones from tack stores, but I think for a mini, I would just take a wad of cotton wrap (or maybe two or three extra large cotton balls). You should practice putting them in at home, some object more to having something in their ears! Push them down in the ear so you can just barely see them, or they'll shake them right out. Good luck!