You can always play the "heritage" card too. Tell your supervisor(s) you wear the kilt because it's part of your heritage, and if they complain, ask them if you should file a formal complaint with Human Resources because of the discrimination you are under because of your heritage. They don't need to necessarily know that you might not be celtic if you let them jump to their own conclusions.

Trust me, if there's one thing corporations are scared of, its discrimination suits. The negative PR is enough that they'll avoid them at all costs.

If all else fails, sic Rev. Phil H. on 'em.