Chinese President Xi Jinping warned Hong Kong and Macau on Saturday to remember they are part of "one China", as pro-democracy campaigners in both semi-autonomous territories call for free leadership elections. Dozens of protesters marched through Macau's historic centre Saturday afternoon as Xi wrapped up his two-day visit to mark the 15th anniversary of the handover from Portugal -- just days after police cleared the last remaining protest sites in neighbouring Hong Kong. Residents of all ages walked in the middle of the road through the historic district shouting: "We want universal suffrage" through megaphones, some wrapped in banners and others with slogans painted across their faces. "I am uncertain about Macau's future, so we have to come out to make noise for ourselves," said Mark Pang, a 15-year-old high school student who held up an open yellow umbrella -- the symbol of the Hong Kong democracy movement. The protest march culminated in a public square where around 100 demonstrators remained in the early evening, though some bystanders were confused by the scene. "Are these people from Hong Kong?" asked one. Xi warned both territories against a "misguided approach" in a speech Saturday. "We must both adhere to the 'one China' principle and respect the difference of the two systems," Xi said at the inauguration of Macau's chief executive Fernando Chui, who was selected for a second term by a pro-Beijing committee in August. "At no time should we focus only on one side to the neglect of the other. This is the only way leading to sound and steady progress. Otherwise a misguided approach from the beginning, just like putting one's left foot into the right shoe, would lead us to nowhere," Xi said. He also warned against "external infiltration and interference" to safeguard the stability of Macau. Beijing has accused foreign forces of stirring up the Hong Kong protests. Security was tight during the trip, with reporters on the airport tarmac waiting for Xi's arrival Friday not allowed to hold umbrellas and handed raincoats instead. There were also reports that some visitors and journalists from Hong Kong were denied entry after being told their names were on a blacklist. - 'Escalate actions' - Both Macau and Hong Kong enjoy freedoms unseen on the mainland -- but their leaders are selected by a loyalist committee. "In the light of Hong Kong's umbrella movement, I think Macau people should escalate our actions for democracy," local protest leader Jason Chao told AFP. "We need a democratic political system in which the citizens can hold the officials accountable," Chao said, adding that despite a huge economic boom in the gambling enclave in the past decade, the quality of life for citizens has been on the decline, with government officials seen as too close to big business. Similar discontent over corruption and social inequality partly underpins the Hong Kong movement. Though Macau's democracy movement is not on the scale of Hong Kong's, the territory saw its largest ever protest in May over proposed cash benefits for retired Macau officials, with 20,000 people taking part. Xi gave his backing to Hong Kong leader Leung Chun-ying, who he met in Macau on Friday, pledging "full trust" in him following the clearance of the protest camps which blocked major highways for over two months. Xi's visit was also an opportunity to drive home the message that the territory needs to diversify away from casinos, which have seen revenues dive owing to a national anti-corruption drive and a stuttering economy. He called on Macau to "promote appropriately diversified and sustainable economic development" during his speech Saturday, before leaving the enclave in the late afternoon. Macau is the only part of China where casino gambling is legal and has depended on high-rollers from the mainland. But Beijing has warned the southern territory to reconsider its dependence on gaming and is reported to already be clamping down on illicit funds channelled from the mainland through its casinos.