Chris Coleman's side forged a strong team bond as they upset the odds in France, and that is in full evidence in a video that has emerged online of them back at their base in Dinard.
The players created a club atmosphere during their month-long stay in the tournament, and dished out a number of forfeits as punishments for various misdemeanours, such as being late to team meetings.
And midfielder David Cotterill has shared a video of the court rules that resulted in a recreation of the haka, the iconic war dance of the New Zealand rugby team.
In the short video, players including Wayne Hennessey, Neil Taylor and Jonny Williams can be seen recreating the routine dressed in only underwear and with a bandanna around their heads.
The Welsh squad return home on Friday, with a spectacular homecoming ceremony and open top bus parade planned in the centre of the national capital, Cardiff.
Their remarkable run to the semi-finals of the competition was ended by Portugal in Lyon on Wednesday night, with second-half strikes from Cristiano Ronaldo and Nani proving the difference.
The Welsh had performed well above expectations at the European Championship by reaching the semi-finals, and were involved in one of the games of the tournament when they beat Belgium 3-1 in the quarter-finals.