Outspoken, taboo comedian aboard small vehicles in parade (10)

'vehicles in parade' is the definition.
'bandwagons' can be an answer for 'vehicles' (bandwagon is a kind of vehicle). I am not sure about the 'in parade' bit.

'outspoken taboo comedian aboard small' is the wordplay.
'outspoken' shows a homophone (sound like) (as the word might be spoken).
'taboo' becomes 'banned' (I've seen this before).
'comedian' becomes 'wag' (I've seen this in another clue).
'aboard small' becomes 'ons' (I can't explain this - if you can you should believe this answer much more).
'banned' is a homophone of 'band'.
'band'+'wag'+'ons'='BANDWAGONS'

Can you help me to learn more?