The Collaborative International Dictionary of English v.0.48:

Pilgrim \Pil"grim\, a.
   Of or pertaining to a pilgrim, or pilgrims; making
   pilgrimages. "With pilgrim steps." --Milton.
   [1913 Webster]

   Pilgrim fathers, a name popularly given to the one hundred
      and two English colonists who landed from the Mayflower
      and made the first settlement in New England at Plymouth
      in 1620. They were separatists from the Church of England,
      and most of them had sojourned in Holland.
      [1913 Webster]