Understanding Ephesians 2.

Every time I get in any sort of debate or see a discussion about salvation/justification Protestants always seem to bring up (Ephesians 2  8-9) to say that works has nothing to do with salvation.

Ephesians 2:8
"For by grace, you have been saved through faith. And this is not of yourselves, for it is a gift of God."
Ephesians 2:9
"And this is not of works, so that no one may glory."

Do you see? It's very clear in verse 9 that's it's not of works. But what does it mean that it's not of works?
Christ died on the cross, we didn't. We done nothing to merit that. He is talking about your first initial grace that you get through baptism.
I know what you're saying, he don't mention baptism there?! But you have to bring in the parallels. Colossians 2 and Ephesians 2 are parallel text.
Anti Catholic and Protestant Apologist James White even agrees that they are. He mentioned it on the dividing line in 2015.
Colossians 2:12 and Ephesians 2:8-9 talk about the same thing, you're first initial grace you get, and Colossians 2:12 tells us that it is baptism.

Colossians 2:12
"You have been buried with him in (baptism.) In him also, you have risen again (through faith,) by the work of God, who raised him up from the dead."

Ephesians 2:8
"For by grace, you have been saved (through faith.) And this is not of yourselves, for it is a gift of God."

Galatians 3:26
"For you are all sons of God, (through the faith) which is in Christ Jesus."
Galatians 3:27
"For as many of you as have been (baptized in Christ) have become clothed with Christ."

As you can see, another parallel is Galatians 3:26-27 where it uses the same phase, through the faith, or through faith, and tells us its by our baptism.
Through the faith means believing in Jesus Christ and being baptised. That's why in ancient times the baptised was called the faithful, and was called the sacrament of faith, and that's why all the church fathers believed in baptismal regeneration. All the Fathers of the church that commented on (John 3:5) said Jesus was referring to baptism. To deny baptismal regeneration is not only going by the clear teaching of Scripture, but to go up against all the fathers on it. Could all the fathers be wrong? I don't think so.