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.
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.
Relations between Ankara and Athens are tense over a number of issues including gas reserves in the Mediterranean.
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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