They should be treated to a hail of bullets as they approach the border. This is an invading army, not a legitimate immigrant.
The next stage should be a warning that if they approach the border, they will be met and arrested. They will then be Mexico’s responsibility. We should then warn Mexico that the border will be closed, preventing their citizens from crossing daily until the immigrants are dealt with. Many Mexicans drive to the US to work every day in these border towns. They drive back to Mexico when work is over. Many of their jobs would be lost if they couldn’t get to work and that money going back to Mexico wouldn’t flow. There are many ways to “persuade” Mexico to do something. These “smaller” groups should be easier to keep an eye on and follow.
I’d first hit them with tear gas while they were still on the Mex side of the border. Then, shoot those who didn’t get the message and curtail their advance.
Maybe we will get lucky and Jerry Brown will have gone to join them and their march.