Sure. For example, Luke’s Gospel account at chpt. xxxiv, verses 31-35.
Indeed, pilgrimage was one of the first things Our Lord is recorded having done after the Resurrection, joining the two disciples on the way to Emmaus, and teaching them the sacred Scriptures & dogmatic theology of the Eucharist, “in the breaking of the bread”.
It was a short pilgrimage, to be sure, about 7 and an half miles (sixty furlongs).
Did you know the annual pilgrimage to Auriesville has been shortened by that distance, twice, and by a whole day? — to make it more doable for you, and easier to learn the sacred Scriptures and the doctrines on the holy Eucharist. (Priests teach along the whole way.)
Look for the next post explaining the ‘shortage’, and several other reasons debunking all those good excuses well-intending Christians have for not making pilgrimage.