Spook in the City: Grenadier Pond

My grandmother who lived right next to High Park, recounted this same story to me, with two significant difference: [1] No mention of hauntings, [2] The Grenadier were not 'chasing Indians', They were doing drill practice. The frozen pond provided a nice large open flat surface to march upon. Normally the pond is safe to walk on in the winter, but the weight of 100+ heavily ladened men marching together was enough to break the ice. And yes, according the the story I was told, most of them drowned.

The part that I find dubious about the story, is that nowhere is there any historical plaque or record of such an event occurring.