The Pilgrimage is the Promethean term for the quest for Mortality. It is also a euphemism used to describe Promethean existence; every action a Promethean takes is another step on the road to humanity. It is related to, but separate from the the task of transformation known as the "Great Work".
Every Promethean's Pilgrimage is marked by milestones, important events which grant an insight into the human condition, and enact a transformation on the purified Pyros - the Azoth - within them. There is no guarantee that a particular event would be a milestone for two different Prometheans; every Pilgrimage is unique to the Promethean following it.