George VI first visit to St. James's Palace in London

King George VI is set to hold his first levy at Saint James Palace, with notables gathering early. The event includes his first state drive from Buckingham Palace, cheered by crowds. The King, in full dress uniform, rides bareheaded in the state coach. The empire will soon celebrate his coronation.

What is the role of the Grenadier Guards in the context of the event?

What significance does the event hold in relation to His Majesty's coronation?