"With the jet lag at the moment she's up at 4:30 a.m., and she said what I do, I do yoga straight away", Bodell reports.
During a visit to Bondi Beach she told mum-to-be Charlotte Connell about the struggles she has been facing during the early months of her pregnancy.More news: Saudi explanation for journalist's death is 'credible'
They were both presented with leis - a pink garland for Meghan and a blue one for Harry - and both took their shoes off before walking along the beach. "But [my mother] said, 'Flower, you will find your practice - just give it time.' In college, I started doing it more regularly".
Prince Harry and Meghan are on their first worldwide tour since marrying in May.
The mum-to-be kicked off her and Harry's 16-day tour worldwide tour in Sydney on Tuesday with a $1,800 ivory dress by Australian designer Karen Gee.More news: Meghan Markle compares pregnancy to jet lag
Fong suffers from PTSD and says training for the games has really helped her overcome her mental illness.
The couple is set to return to Sydney for the Invictus Games, a competition for wounded veterans started by Prince Harry.
In a statement this morning, Kensington Palace said that the couple are expecting a baby in the spring of 2019.
The trip coincides with the Invictus Games to be held in Sydney from Saturday until October 27.More news: Red Sox Celebrate World Series Berth With Boston Booze Party