Bernina Express or Glacier Express

Hi RaBBit, and welcome to the forum! As far as I can see, the Glacier Express does get to Davos (with a change of trains in Filisur) and St. Moritz in March. Both the Glacier Express timetable and the regular Swiss timetable don't indicate otherwise. If so, my advice would be to make this trip. It's an amazing train ride, longer and with more variety in views and landscape than the Bernina Express. Moreover, the Bernina Express leaves from St. Moritz and then gets further to the south, which would require you to travel even further and longer from you resort in Wallis (I assume that's where you want to make this trip from?).

Both trains have to be reserved in advance. March isn't peak season indeed, so you may try to book only a few days in advance at a railway station if you know what the weather will be like. Please take into account though that the Glacier Express is a popular train, which may be fully booked outside of high season as well.

Regular train tickets have to be purchased for your ride up to the Jungfraujoch. You don't have to reserve seats here; it's better to purchase your tickets right before boarding, for example a the railway station of Interlaken. This way, you can change your plans if the weather turns out to be bad. It's an expensive trip, and it would be a waste of your money to go up there and see nothing but clouds.

Paragliding tandem flights have to be booked, but this can often be done shortly in advance. It's best though to contact some of the adventure sports centres and find out about their terms and conditions.