JIDDA, Saudi Arabia--Iranians joined 2 million other Moslems in a pilgrimage procession outside the holy city of Mecca, watched by armed Saudi police flanking the columns and helicopters hovering above.

An anti-American demonstration by Iranian pilgrims in Mecca last Friday led to clashes with Saudi riot police in which at least 402 people were killed, 275 of them Iranians. Hundreds were injured.

Saudi news media portrayed some Iranian pilgrims as terrorists. Iran vowed to overthrow the Saudi ruling family and seize its vast oil wealth.

The Mecca clashes were widely viewed in the region as a manifestation of Arab-Persian jealousies and the divisions of Islam.

Nearly all Iranian Moslems belong to the Shiite minority. Shiites have been at odds for 1300 years with the Sunni sect, which the Saudi royal family follows and which makes up 85 percent of the world's 850 million Moslems.

An estimated 2.1 million pilgrims, known as hajjis, moved in a smooth procession yesterday in groups of 100,000 to the Plain of Arafat six miles from Mecca.

Police with rifles, on foot and in cars, flanked the 157,000 Iranians while military helicopters chuffed overhead, residents of the area reported. Police planned to guard the Iranians while the pilgrims camped overnight on the plain in preparation for the culmination today of the hajj, or Moslem pilgrimage.

The Saudi newspaper Okaz, quoting officials it did not name, said yesterday that Iran sent about 20,000 fanatical Revolutionary Guards and Volunteers to Saudi Arabia as pilgrims.

Hajjis chanted "Labbaika Allahuma Labbaika," [God, here we are, responding to your summons] in unison as they walked in heat that reached 115 degrees Fahrenheit.

Men were clad in white seamless two-piece robes. Women wore head scarves and robes that reached the ground.

Pilgrims go to the Plain of Arafat, hallowed for its ties to Abraham, because of the injunction in the holy Koran: "And proclaim unto mankind the hajj. They will come unto thee on foot and on every lean camel, from every deep ravine."

At the culmination of the pilgrimage, each hajji "stones the devil," flinging seven pebbles at each of the three "devil pillars" on the plain. Pilgrims then return to Mecca, where they end the hajj.

Saudi television showed a year-old film of Iranian pilgrims with weapons and explosives allegedly captured in their possession. Iranian pilgrims, described as operatives and activists, said in Farsi through interpreters that they tried to smuggle guns and explosives into Saudi Arabia during last year's hajj.

Tehran radio, monitored in Bahrain, broadcast a threat by Hashemi Rafsanjani, speaker of Iran's parliament, to "uproot the Saudi rulers" and seize the kingdom's vast oil wealth for Islam.

Last Saturday, the day after the battle in Mecca, mobs ransacked the Kuwaiti and Saudi embassies in Tehran and captured four Saudi diplomats.