You have to add friends and they have to add you. Once tier name is bold in your friend book then that means connection between you and your friend is good. Then, when you go to the parade you should see mii's. And give it time because it might take a while to register some friends.
Wii Owner: Zelda TP: Monster 4x4: Excite Truck: Red Steel: Tony Hawk's Downhill Jam: Wii Sports: MP 3 Corruption: Guitar Hero 3: Medal Of Honor Heroes 2: Super Mario Galaxy: Resident Evil 4
DS Lite Zelda Special Edition Owner: LOZ: PH, MKDS, Rayman, The Urbz: Sims, Nintendogs, Pac'N Roll, Pokemon D, Pokemon MD, Mario & Luigi Partners In Time, Yu-Gi-Oh NT, DBZ:SW2, CRA
GBA Games: Tron 2.0 Killer App, Pokemon Fire Red, Emerald, and Sapphire.