I think an important issue here is that , clearly, you are wearing the kilt and service clothing with dignity and pride. Therefore, I say, Go for it!

If anyone is critical in a nasty, or non-constructive way, just look them in they eye and say, "It is Scottish-American veterans like me who served (and bled - if applicable) for our country in order that people like you would have the freedom to criticize my ethnic heritage".

One further thought, there may be a Scottish-American Military Society post near you. The folks there may have good advice.

Regards,
- Mark (USAF, Ret)