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Part of the king’s train, we believe. In the background are Baratheon guards in high conical helms and with the mustard-yellow livery which appears to be the direction they’ve gone for the Baratheon colors. Black cloaks would have been a nice touch, but at least they have some sort of cloaks. As GRRM has remarked to us, cloaks are an ubiquitous garment in the Seven Kingdoms.
In the foreground are two men who are perhaps courtiers who are part of the train. They actually look rather impressive. We initially thought the blonde man was Nikolaj Coster-Waldau, but now believe him to be an unnamed extra.