I WOULD worry if he isn't able to move as fast or with as large a step as everyone else. I would be concerned about that causing collisions. Make your drill writer aware, and make sure that the student has a dot that he is physically capable of marching without being in the way.
If his desire is simply to play euphonium, you could have him play euphonium from the pit area. I'm sure you would not be penalized, it will be obvious why this one player is in the pit instead of marching. However, it sounds like he really wants to be marching.