I've rolled mine with the pleats on the outside too...It was a suggestion from my kilt shop. Place kilt with pleats face down, lay a sheet of tissue paper on the front apron, and begin to roll. The final kilt "burrito" can then be placed in a womens' nylon stocking to keep it rolled up, and the whole thing packed in your suitcase.

A better option is to hang it in a garment bag and take it with you as carry-on luggage. You may want to take out the pin if you are flying...TSA can be a bit odd about sharp metal bits.