Meghan Markle and Prince Harry Snuck in Some Sweet PDA During One of Their Last Royal Outings

All eyes may be on Meghan Markle and Prince Harry as they prepare for their royal exit, but it’s clear they only have eyes for each other.

While attending the annual Mountbatten Music Festival at Royal Albert Hall on Saturday, in one of their last official outings before they step down as senior working members of the British royal family, Harry and Meghan kept close to one another.

In a sweet photo shared to their Instagram, the couple was photographed holding hands as they caught the other’s eye, each with a smile — seemingly just before they walked into the event.

Such displays of affection are hardly unusual for the pair.

Since they made their very first appearance together at the Invictus Games in September 2017, Harry, 35, and Meghan, 38, have held hands, rubbed each other’s backs and linked arms in public.

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Royal etiquette expert Myka Meier, founder and director of Beaumont Etiquette, previously told PEOPLE that there are no formal rules on royal couples showing public affection in public — it’s at their own discretion.

“Senior members of the royal family would likely not be told how to interact or when they can or can not show PDA and would be trusted to use their better judgement as to when it’s appropriate,” she explained. “The royals often adjust PDA to mirror the formality of the event they are attending. At a somber or more formal event, we are less likely to see PDA than at a casual event where it would be deemed more fitting.”

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Simon Dawson - WPA Pool/Getty Images From left: Meghan Markle and Prince Harry

Last month, a close friend put it more directly, telling PEOPLE: “They are besotted and very sweet with each other.”

“It’s full throttle for them right now,” the friend said then. “They have a lot happening in 2020, and it will be really exciting to see.”

They stunned the world earlier this year when they announced they would be stepping back as senior working royals. They have since been spending time in Canada with their son Archie, 10 months, as they make plans for the future.

“Archie is the priority. It’s very much still about taking care of him and putting the family first,” the close friend told PEOPLE in February. “He’s a happy kid — he loves to laugh. Archie and Harry have such a good time together. And Meghan is a great mom. She’s very much about tending to him. They are trying to live their life as regular parents.”

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SIMON DAWSON/POOL/AFP via Getty Images From left: Meghan Markle and Prince Harry

Harry and Meghan are also looking to spend more time in Los Angeles this summer. “They love being in Canada, but they are looking at houses in L.A. too,” a person in their circle told PEOPLE. “They’ll likely have houses in both places.”

Harry and Meghan are in the U.K. this week to complete their final round of royal engagements before they step down as working royals on March 31.

On Monday they are set to reunite with Prince William and Kate Middleton for Commonwealth Day.