I agree, ponying is the best for babies. The mare I'm ponying is six, but she went along her entire life, and when we started riding her, she was already a confident trail horse. When being ponied with a calm dam, they really never do the spooky thing. It's great.
My friends take their mares and foals out together, but the foals run free. They stick like glue to mum's side at first, and even when a bit more confident, stay pretty close.
The first time I saw them, I was horrified, but even along the roadside, it all went well.