The first Wednesday after Easter Sunday is considered a holiday by many, particularly those living at iż-Żejtun and Marsaxlokk. This is the day when the feast of St Gregory is celebrated by many in these localities.
The feast is mainly a religious one, focus around a pilgrimage which up to some decades ago used to start at dawn from Mdina. However today, many flock to Marsaxlokk to spend a whole day playing tombola, listening to Għana and eating all sorts of food without knowing anything about the true meaning of this celebration.
But how did this feast originated? There are various theories shared by different historians about this. A number of such theories have been gathered by the historian Cannon Rev Joe Abela in his book The Parish of Zejtun through the ages.
Some suggested that it all started as a vow after the plague of the year 1519. Others thought that it originated as a thanksgiving when Malta was saved from a Turkish attack of 1452. There is also reference to a devastating thunderstorm which occurred in the year 1343. There are some who even said that it was Bishop Birando who started this annual pilgrimage when he walked barefooted all the way from Imdina to Zejtun. The oldest date of origin referred to it the year 1120, when on Good Friday of that year the Arabs tried to take back the possession of the island.
The only historical document discovered so far about this procession is a decree which was issued by Bishop Cubelles in 1543 calling for an annual pilgrimage to be held on 12th March, feast of St. Gregory. This decree was registered in the Acts of the Curia’s Notary Vincenzo Bonaventura de Bonetis on that same day. The call for this pilgrimage was aimed as a prayer to the Almighty God to bring peace among the Christian Powers of Europe and to enlighten the Pope to carry out the necessary reforms within the church. This was the time of the Protestant Reformation which brought the worst crises in the modern history of the Catholic Church.
References:
Can. Rev. ABELA, J. The Parish of Zejtun through the ages. 2006
BUHAGIAR M. & ZARB S.M., St Catherine of Alexandria: Her Churches, Paintings and Statues in the Maltese Islands. 1979
VELLA, F, Find at St Gregory still Shrouded in Mystery. Article published on Times of Malta online: http://www.timesofmalta.com/articles/view/20120411/life-features/Find-at-St-Gregory-church-still-shrouded-in-mystery.414967 accessed on 11/4/2012
Wirt iż-Żejtun 
Thank you so much for this useful info. Unfortunately, a lot of Maltese traditions are dying out. With your help I managed to share your info to make people, locals and foreigners, aware that today we celebrate this traditional feast. Much obliged🙂