Pilgrimage of Grace
From Tatters of the King
Malcolm Quarrie refers to his expedition to find the King in Yellow as 'The Pilgrimage of Grace'.
This is in fact an historical reference to an unsuccessful Catholic rebellion against Henry VIII in 1536. Quarrie had apparently long admired the high moral tone of this endeavour, and seems to consider himself to be working in the same vein.
Quarrie's Pilgrimage is disguised as an expedition to find a lost city in Tibet. In fact the destination of Quarrie, Roberto Anzalone and their companions is the Nepalese kingdom of Mustang, and specifically a place within it called Drakmar.