If a right-wingnut event is a march, do the same thing as the town of Wunsiedel did (i.e., Paint start and finish lines. Confetti and thanks to the finishers. Jeering signs.) If it is a rally, not a march, instead of money per foot, it can be money per person who shows up. The greater their turnout, the more they work against themselves.
I think keeping it playful is what makes this tactic effective. Certainly, violent reactionaries are a serious danger. Their violence, and the ideology they promote, costs lives. Yes, we must protect ourselves and work against them. But when directly confronting them, we need to stop meeting their anger and hate with anger and hate. When we do that we play into their "look how we are victimized" recruitment rhetoric. When meeting "face-to-face," better to laugh in their faces, than to puff up their sense of self-importance by showing them anger and fear.
I can't think of a more effective way to derail them than to turn their efforts to band together in public as a show of strength into big, fat, extremely visible, fund raisers for the forces that oppose them. What seems key is to make a direct and visible connection between what they are doing -- the number of feet walked in a march, or the number of people who show up an event -- and the dollars raised against them. There are many worthy organizations out there, but it would be best to make each right-wing nut event a pledge drive for just one of them so the tally of dollars raised isn't "diluted." Different wingnut events, different orgs, sure. But for a given event, pick one to raise money for.
My two cents. YMMV.