The guards weren't allowed to let any random through without questioning them. Gandalf couldn't have expected them to say "Alright, if he's a Man you can enter."
Disregarding the point that the soldiers had already heard of Halflings, Gandalf could surely have said something like "This is Peregrin Took, a Halfling from the North, whom your Lord would be most eager to meet."
Then he could have waltzed into the City immediately.
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Los Ingobernables de Harlond
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