They avoided going to the poor neighbourhood of Ajaccio where Friday's attack happened, instead rallying in other areas of the regional capital.
The prayer hall was raided by crowds in apparent retaliation for an attack on firefighters a day earlier.
Previous marches had seen participants shout: "Arabs get out!"
Some protesters blamed local Arab residents for the attack on the firefighters.
The French government condemned both the protests that followed and the anti-Muslim attack.
On Sunday, the demonstrators marched through several neighbourhoods in Ajaccio, but did not go to the Jardins de l'Empereur area - the scene of Friday's attack.
The authorities earlier announced a ban on all gatherings in the flashpoint area until at least 4 January.
The protesters rejected accusations that their rally was racist, chanting: "We fight against scum, not against Arabs!" and "We aren't thugs, we aren't racists!"
Police were deployed around the Jardins de l'Empereur, home to many immigrants, to prevent any clashes.
Friday's attack followed a solidarity rally with firefighters in Ajaccio.
But some protesters then attacked the Muslim prayer room, ransacking it and partially burning books - including copies of the Koran.
French Prime Minister Manuel Valls said the attack was "an unacceptable desecration".
The French Council of the Muslim Faith also denounced the violence.
In Thursday's incident, the firefighters were ambushed by unidentified "hooded youths" with iron bars and baseball bats, French media report.
Two firefighters and a police officers were injured.
Interior Minister Bernard Cazeneuve pledged that the perpetrators of both the attack on the emergency services and the Muslim prayer hall would be identified and arrested.
Mr Cazeneuve also stressed that there was no place for "racism and xenophobia" in France.
France has beefed up security measures for the Christmas holidays, following the 13 November attacks in Paris by Islamic militants that left 130 people dead.
Several hundred people have marched in Corsica, defying a ban on protests introduced after a Muslim prayer hall was vandalised on the French island.